Video shows last known moments of fugitive who allegedly threatened police in South Australia

Video obtained by 9NEWS shows the last known moments of a dangerous fugitive who remains on the run after allegedly threatening police on South Australia's Yorke Peninsula.

Security cameras captured Conan Taylor driving down a Kadina street just before 8pm on Thursday night closely followed by police.

Moments later, he makes his escape, running away after allegedly threatening an officer with a gun.

Backup arrived quickly, with police urging residents to go inside and lock their doors.

The search for Taylor has now been going for nearly 48 hours with numerous properties raided and a number of people questioned.

Police have seized the vehicle he was driving for forensic examination.

9NEWS understands the police officer who was threatened by Mr Taylor on Thursday night made a brave attempt to try and stop his escape.

He used capsicum spray on the offender, who then ran from the scene.

Mr Taylor is described as having a Pacific Islander appearance, 190 centimetres tall and around 90kg. He has black hair, brown eyes and was last seen without a top.

Police have warned Mr Taylor may still be armed and should not be approached.

Anyone with information is urged to contact Crime Stoppers on 1800 333 000.