"When police are notified of people carrying and displaying weapons in public, we respond with armed officers," she said.
Ms Hegarty said police did not believe a video of the pair uploaded to the LiveLeak website by film students on Tuesday, was a prank.
She said police had spoken to the students.
"I've got no reason to believe that they'd be misinforming us but certainly we would appreciate if the people in the images made contact with us so that we can have a chat to them."
The masked pair also scared a young woman walking through the Domain around 5pm on Tuesday, Ms Hegarty said.
"There's possibly other incidents that we haven't heard of, but we're definitely aware of that one and she has said that she saw them about a week earlier as well."
A caption accompanying the video said the film students encountered the masked duo while filming a short skit.
"We were filming at Parnell Railway Station, and after we were done, discussing the footage, I looked past my friends into the bush on the opposite side of the railway to us, to see two masked figures stand up from behind the taller grass and shrubs.
"Initially, I thought that they were members of our school playing a prank, or something similar.
"We were all a bit confused, nervous, and we laughed, but found ourselves backing away, intimidated. Once they emerged and started to follow us we picked up the pace, splitting up and making our way back towards the main road," the caption states.
"Rewatching the zoomed in footage, I noticed the male cocked his pistol as he started to approach. Oh boy."
The filmmaker said that after reporting the encounter to their tutor, they returned to the railway station to find armed police and the police Eagle helicopter already searching for the duo.
A spokeswoman for Auckland film school, SAE Institute confirmed the video was recorded by a student at the school but referred further questions to police.
Watch:
Stalked by armed, masked figures
