West Yorkshire Police said the incident at The Alphabet Zoo play centre, in Bradford, this afternoon (Tuesday) involved "one single male" and there were "no suspects outstanding".
But a spokesman said he could not confirm whether there were any casualties during the incident at the Cemetery Road business which was packed with families at the time.
He would also not confirm reports that a man barged into the centre and "caused mayhem" before jumping from a balcony.
The Alphabet Zoo posted a message on its Facebook page which said: "Due to major incident, The Alphabet Zoo is currently closed, but we will reopen as soon as we can."It is following an incident inside the play centre which meant we needed to close."Police cordon has been placed inside the alphabet zoo and are investigating."
It said: "We understand that this is our one of the busiest month as schools are out, with long queues a regular sight, especially around afternoon & evening season, we apologise for any inconvenience this may have caused and appreciate your understanding."
Alphabet Zoo is a play area for under-12s which boasts "a huge 3 tier gigantic multi-level play structure and ball pool" as well as go-karts, a football hall and dedicated area for babies and toddlers.