But the cause is a mystery as Wolverhampton Wanderers confirmed that there was no fire at the stadium this time around.
A spokesperson at Wolves said: "The sound heard was the fire alarm at the Molineux Stadium, but we can confirm there was no fire and the cause is unknown."
Hundreds of people took to social media, posting enquiries about a 'loud siren' going off about 11pm on Tuesday, with some comparing it to a war siren or from the Purge film series.
There was some concern as the same alarm was heard when a fire broke out at Molineux in January this year, severely damaging a hospitality suite.
Some people complained about the loud alarm on social media, saying they could not sleep because of it.
One person said: "It is going to be the longest day at this rate cause none of us will get to sleep with that racket!!"
There was even a Reddit post made about the noise with people determined to find out what the cause was.
Some people posted on the Reddit thread that it could be a prank similar to one back in 2020 where a car was driven around Wolverhampton city centre blaring out air raid sirens.
A reply on the Reddit post said: "I could hear it just off the Penn road. Really creeped me out. Sounded like an air raid but apparently it’s some kids driving round mimicking The Purge."
Despite concerns it could be a prank, or an actual air raid siren, Molineux staff confirmed it was the fire alarm but that there was no fire, with the reason for the alarm going off unknown.