Firefighters and two engines remain at the scene, but a spokesman for West Yorkshire Fire and Rescue Service said there was no sign of a blaze.
He said the fire brigade was called at 7.50pm after a fire alarm went off.
He said there was "no sign of fire", adding it was not yet clear what triggered the alarm.
A performance of Wicked the musical, the untold story of the witches of Oz, was scheduled to take place at the theatre, on New Briggate, 7.30pm.