The noise was however believed to be the sound of glass breaking as thieves tried to steal jewellery from store Silvermoon before moving on to Michael Hill Jewellers.
"The offenders then travelled by train to Kingsland, before entering another train westbound to Ranui".
Officers tracked and apprehended the men in a street near the train station.
A Michael Hill Jeweller staff member told the Herald the store had been robbed but said she didn't see a gun.
The assistant manager of Pascoes jewellery store at St Lukes, Maninder Kaur, said the thieves tried to break into the Silvermoon store before robbing Michael Hill Jeweller.
Kaur said she closed her shop for about 10 minutes.
"We were closed because the customers were so panicked. Some people from outside started coming inside so we just closed the door."
Kaur said the noise sounded like a gunshot.
"It was a very heavy sound. You have to have something strong hitting at the glass."
Silvermoon owner Peter Lee said the robbers smashed one window in his shop but did not take anything and no one was injured.
"We are trying to pull ourselves together," he said.
He said only two female staff were in the shop at the time and were still in shock, but unharmed.
"Luckily only one of the staff was standing close to that window," he said. "They knocked a hole out as they went past the shop, just to grab whatever they can."