Police said staff have been left extremely shaken after the raid on NSS News in Wigan Road at around 2.40pm yesterday (December 23).
Detectives said a man wearing dark clothing and a face covering stormed into the shop demanding money and threatening staff with a gun.
The man fled empty-handed down Pendle Road, past the Woodsman pub and towards Medip Road, where it is believed he got into a getaway car parked nearby.
The police helicopter took to the skies over South Ribble and Chorley to trace the dark-coloured Range Rover, which was found a short time later.
Three men were arrested on suspicion of robbery and remain in custody this morning (December 24).
No staff members or customers were injured during the robbery.
Lancashire Police said patrols will be stepped up in the area over the Christmas period.
"Three people have since been arrested and remain in custody at this time.
"We would now ask that anyone who was in the vicinity of Wigan Road or the Woodsman public house and saw anybody acting suspiciously, or who saw a black Range Rover in the area, get in touch with us as soon as possible."
Anybody with information is asked to get in touch on 101, quoting log number 771 of December 23.