Officers about to do a routine patrol found the gates to their own police station had been padlocked by offenders.
A spokesperson for Oswestry Police Station said CCTV showed a vehicle pull up, the suspects get out and then padlock the gates before making off.
The incident at about 03:00 BST took place shortly before thieves targeted a cash machine at WHSmiths in the town.
It is not yet known if the two incidents on 26 April are linked.
However, the attack on the store in The Cross is being linked to a similar burglary in Ludlow.
Safer neighbourhood team inspector, Tracy Ryan, said: “Officers identified the padlock when they were leaving the station to carry out routine patrols and, fortunately, they were able to quickly cut it open and it didn’t delay them in attending an emergency or incident.”
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Anyone with any information is asked to contact the police in Oswestry.