The women said they were in Windsor, a women's clothing store. The two were sharing a dressing room and trying on dresses for New Years Eve when they noticed a man's shoes sticking under the door and saw a small camera attached.
"It clicked in my head, 'holy cr*p, that is a camera on his foot,'" said Brianna Britton.
Britton said she was nervous the man could have nude footage of them.
"There could be footage of us out there. I don't know what happened, I was very close to the door so that's why I am just so afraid and it's out there because I was standing right next to the door where the foot was," she said.
Britton said she pushed the dressing room door open and the man ran. She said she told the Windsor store employees to call security and they said they had. But after waiting an hour, Britton said mall security never showed up. Britton said she tracked down a security officer in the mall, who said they had not been alerted of the incident.
Britton said security told her they would contact police, but St. Peters police said they had no record of the call. They said if they would have been alerted of the incident, they could have been there within minutes.
"During the holiday seasons, we actually have officers assigned to the mall. So we have officers walking around the mall or out in the parking lot that would have been right there," said Officer Melissa Doss, St. Peters Police Department.
A spokesman for the mall originally said security had contacted police on Thursday night, but later sent the following statement:
"We are currently reviewing our internal procedures for reporting crimes to local police to ensure a discrepancy like this one doesn't happen again."
The women filed a police report with the St. Peters Police Department on Friday. The victims said the suspect was a Caucasian man and appeared to be in his 40s. They said he was wearing a green hat and winter coat. If you have information, you're asked to contact the St. Peters Police Department.