Area OCPD Cunningham Suiyanka said three pistols and 51 bullets were recovered.
He said when officers approached the hideout, the gangsters fired at them as they escaped on foot. The suspects are said to have dropped their weapons.
" They dropped their weapons and escaped. We are still on a manhunt for them," he told News24.
Police acted on a tip off by members of the public that the three were planning to rob area residents.
Suiyanka asked residents to remain vigilant and report any suspicious activities in the area as police pursue the suspects.
" I thank members of the public for giving us information and ask them to continue to do so as time goes by," he added.
The area is home to affluent Kenyans, which is suspected to be the reason why the gangsters were targeting the neighbourhood.