Authorities responded to a call from a witness who thought she saw an individual carrying a gun at the Branchville train station.
Ridgefield and Redding Public Schools were put on lockdown, as officers searched the area.
Police located the suspect and cleared the incident around 11:15 a.m. According to officials, no dangerous activity was discovered.
The incident comes days after the Sandy Hook Elementary School tragedy, in which a gunman fatally opened fire on 20 children and six faculty members.