Burglars smashed the front window of a supermarket in Market Harborough, in the early hours of Sunday morning.
The burglars smashed the front door and window of Tesco Express, in Rockingham Road, at around 1.15am.
However, the burglars were disturbed by police officers and fled the scene in a car, believed to be a dark Vauxhall Vectra.
They then drove away along Rockingham Road, in the direction of the roundabout at the top of the road, that leads on to the A6 and the A427.
A police spokesman said it was unclear what, if anything, the burglars got away with.
Police would like to speak to anybody who seen any suspicious behaviour in Rockingham Road, or the surrounding area, in the early areas of Sunday morning.
Witnesses, or anyone with any information, is asked to contact Leicestershire Police on 101, or to contact Crimestoppers anonymously on 0800 555 111.