Police were called after the incident at the Post Office counter at the McColls in the Danesholme Centre at 7.40am yesterday (Wednesday).
Cash, cigarettes and alcohol were taken in the raid.
No description of the robber or weapon used was provided by police.
It's the third armed robbery involving a McColl's in the town in four days after the newsagents in Greenhill Rise was targeted on both Sunday and Monday evening.
The Northants Telegraph asked Northamptonshire Police if they were connecting the Danesholme incident to the Greenhill Rise robberies and whether it was linked to police activity in Gainsborough Road last night. The force is yet to confirm the link.
When asked whether extra security would be introduced after the two incidents in Greenhill Rise, a McColl's spokesman said: “The health, safety and wellbeing of our colleagues and customers is of utmost importance to us.
"We are working very closely with the relevant authorities in response to the incidents and are reviewing potential improvements to the security of the store, which we constantly review as a matter of course after every incident.”