At least eight police cars and the police Eagle helicopter attended the incident.
Residents on the local Facebook page reported hearing loud popping sounds around that time. However a police spokeswoman said there had been no reports of shots fired and nobody had been injured in the robbery.
Police were following lines of enquiry and asked that anyone with information contact the Waitemata Crime Squad on 09 839 0697 - or they could make an anonymous report to Crimestoppers on 0800 555 111.
The liquor store could not be reached for comment. Te Atatu Village Wine & Spirits is owned by the Portage and West Auckland alcohol licensing trusts.