The incident took place at Paul’s Stop & Shop in Montagu Street just before 5pm on Thursday (February 7).
The woman entered the shop and told the shopkeeper she was a police liaison officer before asking questions about their alarm, safe and bank details.
Suspecting it was a hoax, the shopkeeper called her husband who refused to provide the details before calling 999. The woman then left, saying she would be back with a police officer within 24 hours.
A police spokesman has since confirmed the woman, caught on CCTV, was definitely not from the force.
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Shop spokesman Kamal Paul said: “It’s shocking that someone had the nerve to come in here and do this in broad daylight knowing the store has CCTV.
“I am very concerned that the culprit was asking questions about finance and security posing as someone from the police.
“I’d like to warn other retailers in Northamptonshire.
“This method could be a trial to come and rob you.”
Police are appealing for anyone with information to contact them on 101.