RCMP say they responded to a complaint of a man at the Melfort Fair who appeared to be in possession of a firearm on Friday night.
A release states an altercation took place between the man and three women around 8 pm.
No shots or injuries have been reported.
Three people of interest have been arrested with one firearm being seized.
A fourth person of interest has yet to be located and the RCMP believe there is no risk to public safety.