SA Police responding to 'incident' at Westfield Marion Shopping ...

SA Police are responding to an "incident" at Westfield's Marion Shopping Centre in Adelaide's south-west.

Numerous patrols are attending the scene and police have urged the public to avoid the area.

The SA Ambulance Service (SAAS) has told the ABC that paramedics are treating two patients for non life-threatening injuries.

A woman in her 70s has suffered a shoulder injury and a person in their 30s has suffered a knee injury, SAAS said.

A sign inside Marion Shopping Centre.(Supplied)

SAAS said one of the patients is being transferred to the Flinders Medical Centre for treatment.

Authorities have erected fences around the shopping centre.

Wendy, who was locked down inside Woolworths while speaking to the ABC, said she was at the check-out getting ready to leave the store when the shutters came down. 

Police have urged the public to avoid the area.(ABC News: Shannon Pearce )

"There was an announcement saying there was an incident with weapons in the mall, and that the mall was in lockdown as a result," she said.

"It was all pretty fast, the shutters came down really quickly, I didn't even realise they were coming down because I was at the check-out and next thing I look up and the whole store was shut.

"The Woolworths staff have periodically updated us throughout the ordeal with information, but they don't have a lot of information."

Police are attending Westfield Marion Shopping Centre in Adelaide.(ABC News: Justin Hewtison)