Police are pleading with the public for help finding a couple who threatened a third person with a gun.

The incident occurred on Thursday in Alexandra, shortly before 5pm.

According to police a man and a woman were in a car at the intersection of Killarney St and Kenmare St.

From the vehicle they "repeatedly" threatened a third person with the gun.

The trio were known to one another and police don't think there's a risk to the wider public but anyone who witnessed the incident is urged to contact police.

"Anyone who has seen a 1996 white GMC Sierra ute, registration JDM303, since the incident occurred is encouraged to contact police on 111 immediately," said a spokesperson.