A man threatened to shoot staff during a failed robbery attempt at a Thame service station at 5.30am on Sunday.
He man forced open the automatic doors to the Sainsbury petrol station in Park Street.
A staff member went to investigate but the intruder threatened to shoot him.
The staff member - who has not been identified - raised the alarm, while the intruder tried to break into the tills before running off.
Police said the man is about 5ft 9ins tall, medium build, wearing a light coloured top with the hood pulled over his head and a scarf or balaclava covering his face. Witnesses should call 01844 264942.
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