Officers were called following the incident at Home Bargains in Curzon Street on Thursday (November 24).
Between 10.30am and 10.40am a 57-year-old man entered the shop having withdrawn some cash from the bank.
As he waited at the till, he felt a woman make contact with his right side before she made off from the scene.
When he checked later, an envelope containing £1,000 had been stolen.
Following CCTV enquiries police would like to speak to these women, pictured, in connection with the theft.
A Lancashire Police spokesman said: “We are appealing for information after a man was the victim of pickpockets at a Burnley shop.
“The offenders made off with around £1,000 in cash and it is important we find those responsible.
“We are particularly keen to speak with these women in connection with our enquiries.
“If you recognise them, please call us immediately.”
Anyone with information can contact police on 101 quoting log reference EF1612604