A woman was arrested by armed police in front of Saturday shoppers in Bridge Street this afternoon.
A large crowd watched on as armed officers arrested the woman outside B&M.
A number of police cars were parked up on Bourges Boulevard while the incident was ongoing.
When contacted by the Peterborough Telegraph, a spokesman for Cambridgeshire police was unable to add any further information.
However, he said police had not sent armed officers to any specific incident this afternoon, and that it was possible the officers had just been the nearest to the scene.