An anonymous tip-off was received last night and staff at the force were told to be aware of their uniform being visible when they travel to and from work.
Counter-terror police are investigating and say it is a "fast-moving and dynamic" inquiry.
Assistant Chief Constable Garry Forsyth said the force takes any threat to its officers' safety seriously but added that it is "business as usual".
He said: "We take any information in relation to the security of our staff and the public very seriously.
"It's really important to stress there is no information we've received that indicates any threat to the public, and this relates purely to officers and staff."
Executive Director at the Christian Police Association, Don Axcell, told Premier it was worrying but that officers would continue as normal.
"In the current climate of terrorism it's not surprising. We've had this thing in the past before and of course our colleagues in Northern Ireland have faced this for decades," he said.
He also appealed for prayers: "They're doing a job which is seeking to protect the public so they do need our prayers all the time in order that they can remain vigilant and be protect by this wall of prayer around them."
The national security level remains at severe, meaning a terrorist attack is highly likely.
Executive Director at the Christian Police Association, Don Axcell, speaking to Premier's Marcus Jones on the News Hour: