The Albuquerque Walmart associate told TMZ.com Schwarzenegger was shopping for jackets and long-sleeve shirts for the crew of his new movie being filmed in the area.
"Albuquerque is getting cold, so I bought some warm clothes for my crew today," Schwarzenegger said in a tweet that included a picture of him standing in the checkout line. "Thanks to the employees who helped me."
TMZ said Schwarzenegger's security folks also pitched in by keeping autograph-seeking fans from getting too close.
Schwarzenegger is back in front of the camera after completing two terms as governor of California.