Police are at the scene of an alleged sexual assault that occurred in Auckland's city centre last night.

Detective Sergeant Glenn Baldwin said police were in the early stages of an investigation into the incident at the bottom of Wyndham Street.

The incident occurred around 10.30pm on Tuesday night.

Baldwin said police were working to establish the circumstances around the alleged assault.

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A scene guard would remain in place as police continued inquiries.

A witness on Wednesday morning said a uniformed police officer and a photographer were at the scene.