A USB device has been used to withdraw about £42,000 from a supermarket cash machine.
Police said two men, wearing balaclavas, smashed the front of a machine at the Sainsbury's store in Quantock Rise Luton, at about 01:45 GMT on Saturday, 10 November.
The men were there for about two hours, as police believe they left the scene at about 03:50 GMT after being "disturbed by a member of the public".
Officers are appealing for witnesses.
Det Con Scott Hannam, investigating, said: "Although this happened in the early hours of the morning, we believe there is a number of people who might have witnessed it."