An Asda store in Aberdare was broken in early on the morning of Christmas Day.
South Wales Police are understood to have attended the store at around 9 am.
It is believed the thieves broke in through the front doors and stole a number of items from the front, near the trolleys.
The alarm sounded repeatedly during the morning of Christmas Day.
There was no significant damage to the door or the front of the store.
South Wales Police have been approached for comment.
