It happened this morning at a store in Banbury.
Staff at a Tesco in Middleton Road were opening up the premises at around 5:30am.
Three men wearing face coverings and carrying guns and crowbars entered the store.
The robbers threatened staff members and forced them to try and open the safe, but were unable to.
Detectives say that a member of the public looked in through the window of the shop and the robbers left empty-handed.
Detective Constable Richard Lewis of Banbury Force CID, investigating, said: "While this was obviously deeply upsetting for the staff, it was fortunate that nobody was injured during this incident.
"We would urge anyone who saw the offenders or anyone acting suspiciously around the Tesco Express store this morning to call us as a matter of urgency on 101 quoting ref 145 6/12. Anyone with any concerns about the incident can speak to officers at the scene or call 101."