It happened around 11:35 a.m. on Tuesday at the branch located at 1841 East Allegheny Avenue.
Investigators say a man entered the branch and gave a teller a threatening note.
However, the man fled the bank before getting any money.
He was last seen heading eastbound on foot.
The suspect is described as a white male in his mid 30's, thin or skinny build, with a closely cropped thin beard and mustache, wearing a black knit wool cap, dark sunglasses, a plaid flannel jacket or heavy lined shirt, and blue jeans.
Anyone with information is asked to call the FBI at 215-418-4000 or the Philadelphia Police Department.
There may be a reward for information leading to the identification and apprehension of the suspect.