The men walked into the store at about 7 p.m. Tuesday and tried to rob several patrons, according to the Chicago Tribune.
One man sprayed the patrons before all three ran out of the store without stealing anything, police said.
No one was seriously injured, according to preliminary reports.
As of this morning, police don't have anyone in custody, the Chicago Tribune reports.
Last May, at the same store, a man shot his estranged girlfriend then turned the gun on himself, in a basement employee area.