Around five police vans and cars, including dog handlers, parked on the verge at the top of Oriel Road near to its junction with Bennochy Road, before officers carried out a search of woodland around 7pm. They were there for several hours.
Speculation was rife on social media as to the reason for the search.
A Police Scotland spokeswoman said: “Police in Fife received a report of a man carrying a weapon around 6.50pm on Monday, July 23 in Oriel Road, Kirkcaldy.
“Specialist officers attended and carried out a search of the area however no person or weapon was found.”