A woman has been arrested after allegedly attempting to rob a bank in Sydney’s south with a stolen knife.

Shortly after 10am, police responded to calls of an attempted armed robbery at a Commonwealth Bank on Kingsgrove Road in Kingsgrove.

CCTV footage captured the woman allegedly stealing a knife from a nearby store before attempting to use it in the robbery.

The 38-year-old woman allegedly entered the bank with the knife before threatening staff and demanding money, however, police arrived within minutes and arrested the woman.

She was taken to Kogarah Police Station, where investigations are continuing following the incident.

There were no reported injuries following the incident.