Police were called to Stuart Bathurst Catholic High School and Sixth Form, off Wood Green Road, shortly after lunchtime today.
A spokesman for the school stated there was reports of three intruders – with the school being placed on lockdown twice.
A statement from the school said: "In order to keep our students safe at all times Stuart Bathurst Catholic High School had to initiate two lockdown procedures. This followed reports of an intruder on site. The intruder had entered our site following a police incident in the local area and immediately left site.
"Police were informed and attended quickly. The school initiated a lock down procedure as police informed us at this stage that there may be a second intruder on site.
"The second intruder was apprehended by police immediately as she had been contained within our double layered security fencing. She had not gained full access to the school at any stage. We were given the all clear by policed and members of staff checked the area thoroughly to ensure there was no additional risks.
"The second lockdown was initiated when there was a third intruder spotted on the roof of one of our buildings. Police once again attended site but the intruder had already left. At no stage were any of our young people put at risk and the school believes that this particular incident was not directed at students or staff.
"Parents were kept informed according to National Safeguarding Procedures but due to the upsetting nature of the morning the school decided that it would be prudent to allow parents to collect their children early."
A statement issued by West Midlands Police added: "Traffic officers pursued a car believed to be on cloned plates which stopped on Sparrow Close, Wednesbury just after 11am this morning.
"Two people made off from the car and entered the school grounds.
"A woman was detained by officers, she was not arrested but is helping police with their enquiries.
"The man made off and is still outstanding. The vehicle was recovered and investigations are ongoing.
"The school initiated the lockdown procedure as a precaution, but fortunately all pupils are safe. At no time was there any danger to anyone at the school."
An earlier statement issued by West Midlands Police about a man seen on the roof of the school building, is believed to be the same man who left the scene.
Speaking after the incident, Stuart Bathurst headteacher, Bridget Morris, said: "I am very proud of the students and staff who responded according to procedure and ensured that everyone was kept safe at all times. I would also like to thank the police officers who attended site and commended us on both our procedures and also the security of our perimeter.
"We have made considerable investment recently in securing both our buildings, our perimeter fencing, training staff and I am pleased to see that recently introduced procedures worked with great efficiency today.”