The two officers were seen at the bus station on Union Street, at around 8.30am.
Carrying automatic rifles and side-arm pistols, and wearing black caps and body armour, they appeared to be routinely patrolling before getting into an unmarked 4x4 vehicle parked at the bus station.
West Yorkshire Police issued statements this week saying patrols would be increased following the attack at Westminster on Wednesday afternoon, which left five people dead.
They said firearms officers will be in visible positions across the region, with more armed response vehicles than normal on duty.
The county’s force urged residents to be “alert but not alarmed”.