Burglars tired to break in the ATM machine at the Lincolnshire Co-operative store at Hykeham Green, Lincoln Road, North Hykeham.
The incident took place at around 1.50am on July 8, when store staff were alerted to the break-in by an alarm activation and police were called.
Three offenders broke into the shop through the shutters with cutting equipment, and a failed attempt was made to break into an ATM machine.
The three men left the scene empty-handed; it is thought they were in a saloon car. At this stage there are no descriptions of the men or the car.
Police are appealing for anyone who saw any suspicious activity in the area around that time to get in touch with them as soon as possible.
Anyone with information is urged to call Lincolnshire Police on 0300 111 0300.