The robberies happened about the same time of the day, targeted Asian dairy owners and in each case were committed by two men wearing black hooded jackets or balaclavas, or both.
In the robberies at the Mosgiel Mini Mart on July 22 and the Melbourne Dairy in South Dunedin on Saturday, a knife was presented at the shop-keeper.
The third robbery happened at the Pine Hill Dairy in Pine Hill Rd at 7.10 last night.
Police said the pair stole several packets of cigarettes before running away.
They were not armed.
The owners of all three dairies were shaken by the incidents.
Detective Sergeant Malcolm Ingles said the men who entered the Melbourne Dairy demanded money.
When they could not open the till, they took a "large quantity" of pouch tobacco and cigarettes.
Both were wearing dark-coloured hooded jackets and balaclavas, and were believed to be young, Det Sgt Ingles said.
The owner chased them out on to the street and they ran off down Melbourne St.
Police would like to hear from anybody who may have seen people outside the dairies before the robberies, or who may have seen people running away.