At the exercise near the Slovenian border, officers wearing helmets, body armour and shields were seen squaring off with a group of 40 colleagues who posed as migrants.
Five army helicopters were deployed to bring in reinforcements.
Asked whether the use of weapons had also been trained, regional police chief Michaela Kohlweiss told dpa that “the principle of proportionality continues to apply.”
Austrian armed officials are allowed to use guns only if there is no other way to protect their own lives or the lives of others.
Since Monday, not a single refugee or migrant has reached the main border crossing with Slovenia at Spielfeld, owing to border restrictions that Austria and several countries along the Balkan route have imposed.
There had also been no known attempts to cross from Slovenia into Austria by evading the checkpoint, Kohlweiss said.
“We need to be prepared for all eventualities,” she said, explaining why the exercise had been staged.
Austria and other countries have started planning for a possible shift of the migration route favoured by refugees from the all-but closed Western Balkans to one that goes through either Italy or Bulgaria.
Austria took in 90,000 refugees last year but has recently adopted a set of hard-line policies designed to make the wealthy country less attractive for migrants.