A shark tried to grab a dog at a beach south of Perth this morning.

A Mandurah couple told Water Police the dog had been near the water's edge on the dog beach near Halls Head about 7.45am when they saw a fin and then a tail of what they believed was a shark.

Water Police supervisor Lou Hynd said the couple told police the shark lunged at the dog but was not able to bite it.

"The woman told us that from where it was its belly would have been hitting the sand, that's how close in it was," he said.

The Surf Life Saving helicopter sent to the scene sighted a 2.5m shark about 250m offshore in the same area.

"It could have been the same one because the couple thought the shark they saw was about 3m," Mr Hynd said.

Mr Hynd did not know what type of shark it was.

Water Police and the Fisheries Department also searched the area.

Authorities closed the beach about 10am after the Surf Life Saving helicopter spotted the shark offshore.

A Fisheries Department boat headed to the scene but lifesavers on the helicopter lost sight of the shark minutes later as it headed into deeper water.