A major South Australian shopping centre has been placed into lockdown after widespread reports of an armed person inside.

Shoppers at the Westfield Marion Centre in Adelaide were urged to stay away from the area on Sunday afternoon.

South Australia Police confirmed they were aware of an incident occurring at the complex. 

Numerous police patrols are in attendance," a statement read.

"At this point in time, police advise the public to stay away from the area. 

"A further update will be provided when known."

A woman in her 70s suffered a shoulder injury and another person in their 30s has suffered a knee injury, South Australia Ambulance Service said.

One of the patients was being transferred to the Flinders Medical Centre for treatment and paramedics remained at the shopping centre, a spokesman said. 

One witness, who was in the cinema when the commotion began, told ABC News how it unfolded.

"We were in the movies and we just heard this noise going on saying 'emergency'... and nobody really knew what it was - if it was a phone or something," they said.

"Someone went out of the movies and all of a sudden everyone just came running in - just sprinting incoming, yelling 'run, run'.

"Then we got up and started sprinting towards the emergency exit."

Photos of large digital signs inside the centre warned members of the public of an armed offender in the complex.
Social media footage from shoppers showed armed officers storming into the centre while dozens of shoppers attempted to run to safety. (AAP)