Police Lt. Abel Parga says she was trying to keep other shoppers away from the merchandise she wanted.
The incident occurred shortly after 10:20 p.m. Thursday in a crowded Los Angeles area Walmart as shoppers hungry for deals were let inside the store.
Officials said 20 people suffered minor injuries. At least half of those were caused by crowd jostling after the spraying.
Parga says police are still looking for the woman.
The store remained open and those not affected by the pepper spray continued shopping.
