Police have released CCTV footage and are appealing for public assistance after an armed man attempted to rob a bank in Sydney CBD last week.

About 1.35pm on Friday 12 February 2016, a man armed with a knife entered the bank on the corner of Market Street and Castlereagh Street in Sydney CBD, threatened staff and customers and demanded money.

The man fled empty-handed and was last seen heading east on Market Street towards Hyde Park.

No one was injured during the incident.

Police from Sydney City Local Area Command attended and conducted a patrol of the area; however, the man was not located.

A crime scene was established and as detectives continue their inquiries, they have released CCTV vision of a man who may be able to assist with inquiries.

He is depicted in the footage as being of Caucasian appearance, in his mid 30s, and wearing dark clothing, sunglasses and a hat.