Vehicles from both emergency services attended the scene shortly after 8pm last night.
The males had left the roof before officers arrived, West Yorkshire Police confirmed.
A spokesperson for West Yorkshire Police said: "At 8:05pm last night (2/9) police received a report raising concerns for two males seen walking on a ledge above shops in Briggate, near to the junction with Kirkgate.
"Officers attended and were assisted by the fire service to check the roof but the males had left the scene."
West Yorkshire Fire and rescue confirmed they assisted police with an aerial ladder.
Fire appliances were on the scene for around twenty minutes.