RCMP responded to a report of a bomb threat at the Walmart in Kindersley Wednesday morning.
Police said an unidentified man called the business at 9:45 a.m. to demand a large sum of money and said there could be a bomb in the building.
The business, located on 11th Avenue East, was immediately evacuated as RCMP and fire crews arrived on scene to conduct an investigation.
After searching the store, RCMP found no device and nothing suspicious.
The investigation is ongoing and police are encouraging anyone with information to contact 310-RCMP.