The ordeal happened around 4.40pm on Friday, January 8 at Martin’s newsagents on Jordanthorpe Centre, Jordanthorpe.
The woman, who had her face covered, is reported to have threatened staff with a knife before leaving the premises with a stash of money and a several packets of cigarettes.
Officers are carrying out enquiries in the Jordanthorpe area and are now appealing for any information that could help with their investigation.
A South Yorkshire Police spokesman said: “Did you witness the robbery? Did you see any suspicious activity in the area that afternoon?
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“Please call 101 quoting incident number 698 of 8 January 2016.”