Police are hunting for a man responsible for an armed bank robbery in south-west New South Wales last week.

Officers responded to reports of an armed robbery around 4.35pm on Friday at the Bendigo Bank on Darling Street in Wentworth, approximately 30 kilometres north-west of Mildura.

Police said the man, armed with a pole, entered the business and threatened staff and customers. The man left the bank with an unknown amount of cash and was last seen running west along Adelaide Street.

NSW Police Broken Hill Detective Inspector Matt Sipple said the incident was rare for the area.

"We don't see it very often," Inspector Sipple said. "Certainly, in my time out in this area, Wentworth has been unaffected in relation to such incidents, but these crimes do occur.

"It's one of those jobs that's extremely frightening when somebody enters the banks. Wentworth is a small town, as we know, over the river from Mildura, but it's particularly concerning and obviously it does have a lasting effect on staff and customers who were present."

On Monday, the Wentworth and District Bendigo Bank posted on Facebook saying all staff were safe and that the branch had temporarily closed following the hold-up. No one was injured in the incident.

The suspect is described as being of thin build, wearing a face covering, pink hooded puffer jacket, brown gloves and black trousers.

Police located a pink jacket believed to have been worn by the man in a laneway off Short Street soon after the incident. It has been taken for forensic examination.

The pole is described as black and hollow, though its length is unknown.

Police urge anyone with information, or anyone who was in the area at the time with available dashcam or mobile phone footage, to contact Dareton Police Station or Crime Stoppers.