Officers attended after what was understood to have been a break-in on the school campus.
There were no details of any damage or the exact nature of the incident but Police Scotland said a statement would be released later.
Parents at the school, which includes a nursery, were alerted and told the building would be closed all day.
Hecklegirth, one of Annan’s largest primaries with roll of 238, will reopen on Tuesday.
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