The armed man, dressed in either a monkey or bear costume, attempted to rob a branch office of Swedbank about 6 p.m. Friday, Swedish news agency TT reported Saturday.
"A man in a monkey outfit, or similar, may have been a bear, too, came running with security guards behind him," a witness said. "I thought it was a joke at first, a stunt, but then I walked past the bank and saw the shattered glass."
Police described the man's attire as an "animal-like costume."
No shots were fired and no one was injured in the incident. Police said they think the man acted alone but declined to discuss how he was able to outrun law enforcement officials.
Police were called to investigate a burning vehicle found near the crime scene about an hour later. Police said it is too soon to determine if the car was related to the robbery attempt.