Two men are alleged to have gone to the Hardinge St business about 6.15pm Sunday.
It was reported to police that one allegedly produced a small knife, confronting a 58 year-old woman and demanding money.
The men left empty handed a short time later.
Once safe, the shop attendant contacted police via Triple Zero.
“The 58 year-old woman was not injured, and no money or property was stolen,” Deniliquin Police Chief Inspector Michael Fuller said.
“Police investigations into the attempted robbery are continuing.
“Police ask that anyone who was around the area of Hardinge St, Cressy St or Whitelock St and surrounds and saw anything, or have CCTV or any dashcam vision, to contact police.”
Chief Insp Fuller said break-ins are also being investigated at two neighbouring End St businesses, targeted on different nights.
Alcohol and other drinks were stolen from one business sometime between 6pm Sunday and 3am Monday.
A small amount of cash was taken from the other after it was broken into between 3pm Friday and 1am Saturday.
Also reported over the weekend was a break and enter at a Deniliquin home, two car thefts and a theft of items from a third car.
“About 4am Sunday a house in Macauley St was broken into, with an amount of money and keys to a vehicle stolen,” Chief Insp Fuller said.
“The victim, an 83 year-old woman, was home at the time of the offence but was not confronted or disturbed by the offenders, who then left after stealing her vehicle - a small white Toyota sedan.
“Police recovered the stolen vehicle in Russell St, near Scott’s Park, about 7.40pm Sunday. It is believed the vehicle had been left at this location earlier in the day.
“The stolen vehicle was seized by police for forensic testing.
“Between about 1am and 7am Friday, an attempt was made to steal a (different) vehicle from a house in Russell St.
“The owner found it located a short distance away in the middle of the street, near Russell St/Poictiers St.
“A small amount of property being tools was found missing from the vehicle.”
Police are also investigating the theft of money and some property from a car while parked in a lane way off Cressy St between 4pm Friday and 9am Saturday.
Chief Insp Fuller said it is not yet clear whether any of the incidents are linked.
“At this stage of the investigation it is too early to say if there is any link between the crimes that have occurred,” she said.
“Police continue to investigate, which includes forensic examination of crime scenes and canvassing.
“This includes seeking any CCTV or information from the community.
“Police ask if anyone saw anything, even if it seems to them that their information may not be important, to contact Deniliquin Police on 5881 9299 or CrimeStoppers on 1800 333 000.
“Assistance to police during investigations from CCTV or witnesses is very important to solve crimes.”