Armed police were called to a report of man brandishing a gun in a chip shop in Sleaford on Friday night.
Two shocked female assistants working in the Queen Street fish and chip shop told police they were confronted by a man in dark clothing with his head covered and holding what they thought was a gun.
The incident happened at about 8.45pm on Friday evening.
The man made off empty handed, say Lincolnshire Police and no-one was injured: "Because of the possibility of a firearm being used, we sent an armed response unit.
"No one has yet been arrested, the investigation continues and anyone who was in the area and saw anything suspicious is asked to call 101 in confidence."