They say about 20 people were trying to get inside the Big Five on Hesperian Blvd. in San Lorenzo.
The Sheriff's Office believes they were targeting the weapons section.
Video shows weapons and ammunition scattered across the ground right outside the store.
Across the street, police say 50 people were seen running away from the Walmart there.
The Sheriff's office has deployed a drone to search for suspects.
No arrests have been made.
VIDEO: Election 2020: Arrests made after attempts to 'hijack peaceful protests' by setting fires in NYC