Burglars raided a Sainsbury's supermarket in Eastbourne then abseiled down from the roof to get away.
Staff at the superstore in Broadwater Way, Hampden Park, discovered the raid when ropes were found outside.
Police are warning other supermarkets in the area about the danger of similar raids.
It is believed either one burglar or a team had got into the roof space from inside the store, where shoppers were going about their business, at some point on Saturday afternoon.
They used tow ropes lashed together to climb down the wall.
The store has not revealed how much was taken or exactly what had been disturbed inside the building.
Staff called police at 6pm.
A spokesman for Sussex Police said: "The total amount stolen has not yet been confirmed, but is expected to be substantial.
"Similar stores in the area are being visited by police and given advice to help prevent them being targeted in the same way.
Detective Sergeant James Pateman said; "The ropes went down the eastern side of the building, which we believe is where those responsible fled the scene.
"This area opens into an alleyway by the car park so shoppers may have seen men or vehicles arriving or leaving at that point in particular."
Anyone with information is asked to call Sussex Police on 0845 6070999, quoting serial 1436 of May 15, or Crimestoppers anonymously on 0800 555111.
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