It was reported about 2:30 a.m. at the CVS at 7334 Lindbergh Boulevard.
Police say the woman, who was wearing a black hoodie and black pants, entered the store and implied she had a gun. She is white, standing 5'4", with blue eyes. She reportedly fled the scene in an older model Dodge Charger.
Authorities later determined that she was not armed.
Anyone with information about her identity is asked to call 911.