Police said he was approached by two men, close to the married quarters in Marham RAF in Burnthouse led Ladywood Road area on Wednesday.
Police said they threatened him with a knife before fleeing in a dark-colored car.
The Metropolitan Police and anti-terrorist officers were aware of the incident but said “the investigation is still with the Norfolk police.”
The British Ministry of Defence that it was also aware of a police operation, but did not comment further.
The victim, who was not in uniform at the time, was not hurt.
Norfolk police carried out temporarily closed roads around the air base after the incident and officers reassurance patrols in the area.
Al-Qaeda is home to nearly 10,000 people, including members of the British Navy and the Royal Air Force and the Army, as well as other employees of Civil Service.
A spokeswoman for the base families a day, to be held at a later date, will go ahead as planned.
The event – which is not open to the public – allows families and friends of service personnel to see the base and watch displays of aircraft.
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