Officers were called to a property in Butts Field, Hailsham, just after 8.30pm on Wednesday (26 September) following a report of four men behaving in a threatening manner.
The men are believed to have arrived shortly before the report in a dark coloured car.
A search of the area was conducted by officers and the police helicopter but the suspects were not found.
No injuries have been reported.
If you witnessed the incident please report online or call 101 quoting reference 1219 of 26/09.