Two Pokemon Go players held-up at gunpoint at a Sydney skate park

A man and a woman have been held-up by masked gunman while playing Pokemon Go at a skate park in Sydney's south-west.

The pair, both aged 29, drove to the park on Thirlmere Way at Tahmoor at 7pm on Wednesday while playing the mobile app when a white Toyota Hilux reversed across their path, blocking them in the car park.

They told police two men with their faces covered, one carrying a rifle, then approached and threatened them before fleeing in the Hilux empty handed.

"There is nothing to suggest that the men used the game app to lure the people to the location or that the men were known to the pair," NSW police said.

A search has so far failed to locate the men or the Hilux.

Police said the incident was a warning to Pokemon Go players to be aware of their surroundings, especially when travelling to areas they are unfamiliar with.

It is the second such warning about the mobile app from NSW Police in as many days, following Thursday's warning to drivers about the dangers of playing Pokemon Go while behind the wheel.

Two motorists, both 17-year-old P-platers, were caught in Cabramatta using the app while driving near a busy pedestrian crossing.

Both drivers were each fined $325 and incurred four demerit points.