Police said the End St business was entered about 10.10pm Monday, but that no property appears to have been stolen.
The business, Harry Pepper Coffee, shared CCTV stills of a person with their head and mouth covered in the store.
Police are also investigating a shoplifting at a Napier St retail store, which occurred Wednesday.
With investigations continuing yesterday morning, police did not have enough details to release to the public.
Stills from CCTV footage showing a male with a number of items in his arms has been released by the business owner - Diggers Country Outfitters - on Facebook.
Anyone with information about either incident is asked to contact Deniliquin Police on 5881 9299 or Crime Stoppers on 1800 333 000.
Assault charge
A 28 year-old man has been charged with assault occasioning actual bodily harm and breach apprehended violence order following an alleged incident in west Deniliquin on Saturday.
Police were called to a Ballantyne Crescent home about 8am, where the man was arrested.
He was refused bail and will now appear at the Deniliquin Local Court on August 12.