A 44-year-old woman was inside the Target in the 2700 block of Castor Avenue when she says four unknown people came up and took her Shih Tzu dog.
Police released video of the suspects in hopes of identifying them.
The dog is described as having a red tail and red highlights on his head.
It was last tracked in the 2800 block of Aramingo Avenue, according to police.
Anyone with information about these suspects is asked to call police.