The assailant, whose face was covered by a bandanna and hooded jersey, demanded cash while wielding a knife at a staff member, about 8.45pm on Monday night, police said.
The man left the store empty-handed and headed in a northerly direction on foot.
A police dog unit was unable to track the offender.
Police were asked yesterday if anyone had been identified as persons of interest in the case, or if it was believed the attempted robbery was linked to one earlier in May.
A police spokeswoman said the matter was under investigation.
She also said police were not yet ready to release CCTV footage of the incident.
The assailant was described as being about 178cm tall and of a medium build.
Dunedin police (03) 471-4800, Crimestoppers 0800 555-111.
