They said the attacker was arrested after an officer used a firearm against him. It was unclear how many people were killed or injured.
Police spokeswoman Kerstin Kunick said officers were alerted around 5 p.m. to a knife attack on Barbarossa Square in the center of the city.
Police said on Twitter that there is no danger to the population.
Police declined to immediately provide further information and urged social media users to refrain from speculation.
Wuerzburg is a city of about 130,000 people in Bavaria, located between Munich and Frankfurt.