"Tucson's never seen anything like this before," Tucson Police Sgt. Pete Dugan said in a video tweeted by the department. "We've gotten lots of calls about a white powdery substance all over."
Dugan and a fellow officer were seen examining the substance — snow, of course — and joked that the crime lab was investigating.
"As soon as we find out what this is we will let you know. Please don't go out in this," he warned, joking that the snow was burning his hands and gums.
The state of Arizona has seen unusually high amounts of snowfall in areas of the state known for its heat.
At the end of their video, the officers realized the snow was "frozen water, let's get out of here," before engaging in a playful snow fight.