Shortly after 12.30am on Sunday, police attended a report of robbery at the supermarket in Skimped Hill Lane.
The offenders, who were carrying a sledge hammer and a metal bar, smashed a window to gain entry.
A member of staff was threatened but no one was injured and no customers were in the store at the time.
They stole cigarettes and a cash drawer from a till but once officers arrived on the scene they drove in a car believed to be a BMW and were not found.
All of the robbers were men. One was wearing a white hooded top and cream trousers. Another of the men was wearing a dark hooded top and dark trousers. The third was wearing a white hooded top.
Police are appealing for witnesses who may have information surrounding the incident.
Detective Sergeant John Slater, from Maidenhead Force CID, said: “I am appealing for anyone who has any information about the incident or who saw anyone acting suspiciously in the area during and prior to the robbery to speak to police.” Anyone with information should contact investigating officer PC Christopher Cooper on 101 or call Crimestoppers anonymously on 0800 555111.