The four-minute video advises on how to evacuate a building, where to hide, and what information to give police.
The public information film, released by the UK's National Police Chief's Council, tells people to react quickly by running for an exit.
"Insist others come with you, but don't let their indecision slow you down," the video says.
The video's central message is that people's first reaction if they hear gunshots should be to run - as long as it will not put them in greater danger.
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Security services have been on high alert since the terror attacks in Paris last month.
Scotland Yard Deputy Assistant Commander Neil Basu said the public should not be alarmed by the release of the video.
"While the general level of threat to the UK is severe, the probability of being caught up in a firearms or weapons attack is very, very small," he said.
British police said the advice has already been issued to thousands of people during security training sessions but it is now being rolled out more widely.