"We understand that this incident may cause concern for the local community and I would like to reassure residents that there is no risk to members of the public.
"The incident has happened inside a property and those involved are believed to have been known to each other.
"Local officers are out and about in the community to offer reassurance and aid the investigation."
More top news
The event returned for its fourth year with live bands and and a procession through the town
Cloudy and damp and feeling cooler Monday. Sunshine and showers with fine evening Tuesday, feeling warmer. Dry midweek
Sunny weather has led the Whitby lifeboat crew to be called out to six rescues this weekend.