A police spokeswoman said police were called about 4.45pm to a report of two swimmers struggling in the water off Tunnel Beach.
Surf life savers responded, but when they reached the swimmers, the swimmers said they were "fine" and did not want to be picked up.
The swimmers made their own way to shore and further rescue efforts were stood down, the spokeswoman said.
"It wasn’t really a rescue — started as one, wasn’t required," she said.