The force were called to the Lincolnshire Co-op food store, in Old Leake, at about 3.10am on Monday, October 11, after a vehicle crashed into the building.
Speaking later that morning, a police spokesman said: “An attempt was made on the ATM but nothing appears to have been stolen from the premises.
“We have not yet made any arrests. We are appealing for information and are asking anyone with any information to contact us.”
A spokesman for Lincolnshire Co-op added that damage had been caused to shutters, store window, and internal fixtures and fittings.
They added: “We’ll be working with Lincolnshire Police on their investigations and will aim to get the store back open as soon as possible.”
Anyone with information about the offence is asked to call Lincolnshire Police on 101, quoting incident number 28 of October 11.