Police received reports of a man in possession of a firearm on the B2102 at Cross-in-Hand, just outside Heathfield, around 10.20am on Saturday (November 20).
"Armed officers responded to the scene and carried out an extensive area search, assisted by the National Police Air Service (NPAS) helicopter and the Dog Unit, but there was no trace of the suspect," a Sussex Police spokesman said.
"This is believed to be an isolated incident with no threat to the wider community."
Police said enquiries are ongoing, and anyone with any information about the incident is asked to report it online or call 101, quoting serial 432 of 20/11.
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