Spruce Grove's Tri Leisure Centre was evacuated Thursday evening.
RCMP said the evacuation was "in response to an unspecified threat."
They remained on scene for several hours to clear the area and investigate.
The public was asked to avoid the area, but centre users were allowed back inside later in the evening to get their belongings.
"We did make the decision that the building will not be open to the public this evening other than to retrieve items that were left behind during the evacuation," the centre's general manager, Lenny Richer, told CTV News Edmonton.
The centre is expected to open at its normal 5 a.m. time on Friday.