Ambulances and firefighters were called to the scene after a smell of smoke was reported shortly after 15:30 BST.
A generator that was inside a marquee has been turned off.
A spokesman for the Northern Ireland Ambulance Service said up to 40 people were being checked but no-one appeared to have become seriously ill.
"Nobody has been taken to hospital yet and we're not sure that anyone actually will [need] to be taken to hospital," John McPoland added.
He said firefighters called for ambulance staff at about 16:00 BST after a number of people at the circus complained of feeling unwell.
"We responded with three rapid response paramedics, one of our HART (Hazard Area Response) teams, two A&E crews and a patient care vehicle.
"The first paramedic on the scene gave us a situation report that no-body seemed too seriously ill as a result of the incident, and he just wanted further personnel there to help him check everybody out," Mr McPoland said.
Paramedics have treated a number of people for the effects of breathing in fumes at a circus in Carrickfergus, County Antrim.