Sydney private school in lockdown

St Andrew's school in Sydney's CBD is in lockdown after receiving threatening messages made via social media.

A Sydney private school is in lockdown after receiving threatening messages made via social media. (AAP)

Staff and students at a Sydney private school have been placed in lockdown after receiving threatening messages on social media.

Police officers are sweeping St Andrew's Cathedral School, located near Town Hall, which has students from kindergarten to Year 12, as well as nearby streets, police said on Thursday.

Investigations into the social media posts are continuing and police are conducting inquiries into the matter.

The school issued a statement on Thursday confirming it had implemented higher security protocols on advice from the police, after receiving information "of a security nature".

St Andrew's Cathedral School Acting Head, Brad Swibel, said students had continued lessons on Thursday but after-school activities have been cancelled.

The lockdown at St Andrew's Cathedral School comes only days after two high schools in Sydney's west, East Hills Boys High School in Panania and Sir Joseph Banks High School in Revesby, were subject to social media threats.