Officers were called to Moorhill Primary School, in Moorland Road, at 3.10pm on Tuesday to reports of a woman being threatened.
The force has appealed for anyone with information to get in touch.
A Staffordshire Police spokeswoman said: "Police were called to Moorhill Primary School, on Moorland Road, Cannock, at 3.10pm on Tuesday 13 July to reports that a woman had been threatened by a man.
"Enquiries are ongoing and additional patrols will be in the area."
Anyone with any information should message Staffordshire Police on Facebook or Twitter or call 101, quoting incident number 443 of 13 July.
Alternatively, contact Crimestoppers anonymously on 0800 555111 or at crimestoppers-uk.org