The exercise at the vacant Shirley Boys’ High School grounds on North Parade, Shirley, is taking place from 8am to 5pm and will finish on Saturday 7 March.
Said a police spokesperson: "Our teams undertake this type of tactical training regularly across the country to ensure they have opportunities to practice their skills, and remain prepared for live incident responses.
"There will be an increased police presence in the area, and this will include staff carrying firearms.
"Members of the public may hear breaking glass and some loud bangs coming from the venue. Police would like to reassure residents that there is no cause for alarm."