An unknown caller rang Dubbo Police Station at 10.30am on Tuesday and said an object had been left in Fitness Focus on Jannali Road.

"The caller said that there was an object in the gym that was 'going to go off at 11am'," Dubbo Police Inspector Keith Ridley said.

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With just 30 minutes until the detonation time, an immediate emergency service response was put into action.

"We responded with three ambulance crews, two fire trucks and four police cars. We had to put in a response just in case," Inspector Ridley said.

Emergency service personnel evacuated 30 people from the gym, including a number of families and children.

MAP: The location of the bomb threat hoax

"There's an indoor pool there, so there were families and a swim school on at the time," Inspector Ridley said.

Once the gym was cleared of patrons, police commenced a sweep of the premises and did not find an explosive "object".

Inspector Ridley said the caller had not made a specific threat against any particular staff member or patron of the gym.

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Nobody was injured during the incident.

Fitness Focus owner Andrew Bassett praised his staff, gym patrons and emergency service personnel for how they handled the emergency.

"I'm just glad that everyone's safe and that the police are doing their job and investigating where the call came from," he said.

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Mr Bassett said he did not know why the gym was targeted in the bomb hoax call and that something like this had never occurred before during his six-year ownership of the facility.

He also apologised to customers who had their swimming lessons and classes interrupted during the emergency and subsequent 90-minute gym closure.

"It's just an inconvenience in everyone's day and there's people who can only get to their lessons once a week," he said.

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Mr Bassett said the locally-owned business would now have to fund make-up lessons for its members.

"Money that we were going to spend on renovations now has to go to this," he said.

"It's frustrating and annoying."

Inspector Ridley said bomb threats or hoaxes were a very "rare occurrence" in Dubbo.

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"I can't remember the last one, it's not something that I can recollect occurring," he said.

Meanwhile, police have commenced an investigation into the incident bomb hoax at Fitness Focus and have called on anyone with information that could assist to come forward.

If you know anything, call Crime Stoppers on 1800 333 000 or Dubbo Police on 6883 1599.