Residents have been left shaken after an unknown hooded man was captured on CCTV outside their home in Adelaide's south-west.

Police believe the man approached the front door of the home on Raglan Avenue in Edwardstown armed with a gun about 5am on Thursday.

The man concealed his face with a balaclava and hooded jumper.

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Police said the two people inside the home saw the offender on CCTV footage and quickly called authorities. 

The offender left the scene.

There were no reports of injuries and no shots were fired.

Police believe a small white hatchback was seen in the vicinity of the home soon after.

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