According to officials, units responded to the Walmart at 3164 Berlin Turnpike.
Authorities said a Hispanic man and woman displayed a firearm when loss prevention tried to apprehend them.
The duo then fled the scene in a silver vehicle, traveling northbound on Route 5/15.
No injuries have been reported.
At this time, it is not known what was taken from the store.
News 8 will update this story with more information as it becomes available.