Madison Police said the 43-year-old man and a 38-year-old woman told them they sped away from the restaurant shortly before 11 p.m. Wednesday and drove directly to a police station about a mile from the Gammon Road restaurant, The (Madison) Capital Times reported Thursday.
"They had pulled up to the ordering board at Wendy's when they saw the front-seat passenger in the car behind them get out and approach their vehicle," police spokesman Joel DeSpain said.
He said the man, described as a black man in his 20s, had a metallic object in his hand they believed to be a gun.
"The woman told her husband to drive away and he did so," DeSpain said. "He believed they might have been robbed if they hadn't departed."
Police said they have not identified any suspects.