The owners of the store said two girls came in with the two-pound Cockapoo.
The puppy that's not even two months old is said to be OK.
Video posted on Facebook from the Pet Shoppe on Highway 35 shows a man playing with the puppy, then running off with it.
The incident happened Thursday.
Because the store is under construction, the owners said the dog would have been in the back and the theft would not have occurred.
"I was so upset, I was angry, I had every emotion, I was walking back and forth outside kind of with my hands up not knowing what to do," said the Pet Shoppe owner Dana Dieugenio.
Police say they are still investigating the theft.