A staff member has been taken to hospital after a mystery object was thrown through the window of Western Australia Premier Mark McGowan's electorate office.

At about 4pm local time this afternoon, a man ran into the office, flung the object, which appeared to be something wrapped in foil, through a window, and then fled.

The office was immediately evacuated and one staff member was taken to hospital as a precaution.

Mr McGowan was not in the office at the time, but arrived later.

He said they were still not aware what had been in the "package".

"We're obviously in a very heightened environment at the moment, I'd just urge everyone to behave appropriately," he said.

Western Australia is set to head to the polls on Saturday, for a state election Mr McGowan is expected to overwhelmingly win.

The attack on Mr McGowan's office followed a death threat yesterday when a man at a Perth early polling booth told people he had a gun and he planned to shoot the premier.

Police are investigating both incidents.