West Yorkshire Police were called to the incident in Harrogate Road at 12.44pm after reports of a robbery.
Two men made off from the scene but no one was injured and no weapons are believed to have been involved.
-> Yorkshire school closes after outbreak of sickness bugEnquiries are ongoing and police are still on the scene now with a cordon in place, as of 3pm.
A spokesman said: "Police were called to Yorkshire Bank in Moortown, Leeds at 12.44pm after reports of a robbery.
"Two males made off but there were no injuries reported and no weapons.
"It's still early days and enquiries are ongoing.
"Police are still at the scene now."