Perth police are investigating an attempted robbery on a brothel early this morning where seven sex workers were bound and gagged and a receptionist was threatened with a knife.

Three men accosted the receptionist as she left the brothel in the suburb of Inglewood about 3:30 AWST this morning and then entered the premises tying up the workers and demanding cash.

They left empty handed about 10 minutes later.

Detective Sergeant Phil Oldfield say the sex workers are South Korean nationals who are in Australia on working visas and an investigation will now be conducted into the brothel's operations.

"Our primary investigation at the moment of course is this robbery, however our organised crime investigations have been advised in relation to the situation," he said.

He says the robbery appears to have been planned because the men threatened the receptionist as she was leaving.