A man with his face covered pushed a customer out of the way and demanded money from a bank assistant.
But police say he left empty-handed and they are now investigating the attempted robbery at TSB bank, on Ellamsbridge Road, St Helens.
The man, who was holding a plastic carrier bag and drinks bottle, went into the bank just before 5pm on Friday.
After failing to get any money, he left on foot, along Ellamsbridge Road.
The man was described as being around 6ft tall, of slim build, wearing dark clothes and a face covering.
Det Insp Catherine Walsh said: “We know there was a customer in the bank at the time of the incident and there would have been more people outside going about their daily business who might have seen someone acting suspiciously.
"If anyone has any information to help us with our ongoing investigation, then please do get in touch.”
Anyone who witnessed the incident or was around the area at the time and saw someone acting suspiciously is urged to get in contact with police on Twitter @MerPolCC or by calling 101, quoting 0657 of February 1. Alternatively, contact @CrimestoppersUK anonymously on 0800 555 111.