A man who allegedly crashed a car through a security entrance at the site of South Australia's Parliament House in Adelaide's CBD yesterday evening has been arrested and charged.

Police were called to North Terrace about 5:50pm on Tuesday in response to reports that a man had driven a black Audi sedan into an external roller door leading to a secure car park.

The man then allegedly approached several employees and attempted to gain access to Parliament House, but did not enter the building.

"Fortunately everyone was pretty switched on there, including the security staff," SA Police Senior Constable Matt Brown told ABC Radio Adelaide.

He said security officers spoke to the man and detained him until police patrols arrived.

"A 42-year-old Adelaide man was arrested and charged with property damage," he said.

"No-one was injured, no entry was gained to Parliament House by vehicle or otherwise, and all employees and MPs went home safely."

Police say entry was not gained to Parliament House.(ABC News)

The man has been bailed to appear in court in January.

Police Commissioner Grant Stevens said he understood the man was originally from interstate and "is considered to be a homeless person in South Australia".

He said police had no security concerns as a result of the incident.

"I'm also advised there was nothing specifically malicious in relation to this person's particular activities," he said.

Independent MP Dan Cregan, who is the Speaker of the lower house, addressed the incident in parliament this morning.

He said the man was observed re-entering the car park shortly after 11pm and Protective Services Officers responded, and the man was later arrested.

"Police advise that they do not consider the incident an intentional attack on Parliament House," he said.

Speaking later at a press conference, Mr Cregan said he and the president of the legislative council have directed a security review to commence immediately, looking at the entire parliamentary precinct.

"It was a significant and serious incident … and it was taken extremely seriously," he said.

"It's important to remember the car park isn't owned by the parliament, there's a right to access under a series of leases."

Treasurer Stephen Mullighan said he was at Parliament House last night but was "not aware of this incident" until he heard it reported on ABC Radio Adelaide.

He said it appeared that parliament's security processes had worked as intended.

"Even for MPs to make their way progressively into the building, we've got to go through multiple security checkpoints," he said.

"That obviously has worked to some extent here, where that person was not able to access Parliament House proper."