The incident took place around 6pm and saw a police helicopter, between 20 and 30 officers, the fire brigade and two ambulances race to the Battery Road area of North Queensferry.
Main Street and Battery Road were sealed off for about two hours. Main Street was re-opened to traffic around 8pm.
Police would not comment on claims from locals that a man had taken his own life.
One resident said: “We heard that there had been a shooting, The fire brigade were there and an ambulance.”
Another resident tweeted: “What is going on in North Queensferry? Choppers just went over my house and an ambulance flew past.”
Police tonight said they could not discuss an ongoing investigation.