The man, who was captured on the in-store camera, was white-skinned, around 185 centimetres tall, and dressed in a grey and black hooded top.
"He spoke poor Norwegian and threatened staff with what was probably a gun, but he did not take anything," Ola Krokan of Oslo police told Aftenposten newspaper.
Oslo has seen a wave of armed robberies since a petrol station and convenience store were robbed at knife-point on Monday night last week.
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Police believe that the same two young men are behind the crimes.