In fact, they were pretty pleased about it and even had to turn people away as hundreds jumped at the chance to have a look around the inside of the station for the first time in 15 years.
"I think we'll definitely have to be making this an annual event," said organiser Constable Helen Fincham-Putter, the chairwoman of Dunedin Blue Light Ventures.
A fundraising event for the Blue Light, the open day was a "huge success", she said.
The day included abseiling and firearms displays, and stalls from emergency services from LandSAR, the Fire Service, St John Ambulance, Victim Support and the Red Cross to the armed offender squad.
It also gave the public an opportunity to meet a police dog and set off a police car's siren.
But by far the most popular event was a guided tour of the Great King St station's cells, watch-house, general duties muster room, the police gymnasium and museum.
The half-hourly tours were booked out 30 minutes after the open day began and were so popular several extra tours were squeezed in.
"But we still had to turn people away."
It showed how much interest there was in what the police did, Const Fincham-Putter said.
Senior Sergeant Steve Aitken said children invited to handle an unloaded Glock pistol and other weaponry had been closely supervised by trained and experienced instructors.
"It would have been an entirely safe situation," he said.