The yellow bird was found flying round an office at Strandtown station, close to the Holywood Road, on Wednesday.
It came in through an open window and is currently being fostered by a police officer.
A PSNI spokesperson said: "We believe it is used to being handled as it is very friendly and unafraid of people."
The parakeet has black dots and a red cardinal cap. Anyone who owns the bird is asked to get in touch with police.