Dyfed-Powys Police say it is investigating a report of suspicious behaviour at Penparcau park on Thuursday evening.
Officers say a man is reported to have driven alongside two children asking them to get into his car.
A police spokesperson said: "Dyfed-Powys Police is investigating a call reporting suspicious behaviour at Penparcau Park yesterday evening (Thursday, 13 June).
"A man is reported to have driven alongside two children who were in the park at around 7.50pm and asked them to get into his car.
"The children called a parent, who alerted police.
"The man, who was driving a black car, is believed to have driven up Third Avenue and onto Heol y Wern.
"Residents in Penparcau will notice an increased police presence in the area over the coming days as officers continue their enquiries.
Anyone with information about the incident, or who might have CCTV footage of the vehicle, is asked to get in touch."
Alternatively, contact the independent charity Crimestoppers anonymously by calling 0800 555111, or visiting crimestoppers-uk.org.