The move follows a spate of unsolicited calls to Dorchester residents asked for bank details.
And two older women in north Dorset were targeted in a scam claiming to offer a council tax refund
Section commander for Dorchester and Sherborne Inspector Les Fry said: "We are urging residents in the area to be on their guard and to call us if they receive a phone call where the caller is asking for bank details or any personal details.
"If you are unsure about who is at the end of the line, finish the phone call and then contact the company they are claiming to be from.
"If things don't add up after making inquiries - contact the police."
Inspector Fry said Dorset Police had received several calls from worried members of the public in Dorchester.
He said that in each case the caller claimed to be from a local branch of the recipient's bank and said there was a problem with their account and needed account details to put it right.
Anyone receiving a call like that should phone Dorset Police on 01305 222222.
A spokesman for North Dorset District Council said two older women in Marnhull and in Sturminster Newton had been targeted.
He said both had been called and told they were entitled to council tax refunds and were then asked for their bank details.
He said: "The district council will never ask for bank details over the phone. Nor will officers from the district council's council tax team ever come to residents' property and ask for money.
"However, there are occasions when the council sends bailiffs to collect overdue accounts but this will follow correspondence between the council and resident and the bailiff will carry identification."
Anyone approached by a person claiming to be from North Dorset District Council should call 01258 454111 to check the identity.
Ivan Hancock, divisional manager for Dorset County Council's Trading Standards Service, said: "Our advice is not to give your bank details to any unknown caller whether it is on the phone, by email or at your doorstep."