They called at a property on Woolley Wood Road, Shiregreen, and threatened the occupier, who, in fear, handed over a quantity of cigarettes to the gang.
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It was reported to the force at around 7.50pm on Monday.
TRIAL: Sheffield ‘rape victim’ brands attacker a 'monster'A spokesman said: "Four white teenage male offenders attended an address on Woolley Wood Road.
"They threatened the occupier who in fear gave the offenders a quantity of cigarettes.
"Seemingly happy with this haul, they left."
Nobody was injured during the robbery.
Witnesses or anyone with information should call South Yorkshire Police on 101.