A man is accused of entering Tesco Express on Langdown Lawn in Hythe around 10.25pm yesterday evening (Sunday 10 July) and approaching a staff member before threatening them with a knife.
The man then demanded money and cigarettes from another employee before fleeing the scene.
Officers were dispatched to an address on Maritime Avenue in Marchwood, where they found and detained three people in a vehicle and another in a nearby property.
A search of the vehicle and property turned up large amounts of cash and cigarettes, which were seized for evidence.
A 45-year-old Marchwood woman, a 41-year-old Southampton man, and a 35-year-old man of no fixed abode were arrested on suspicion of robbery.
A 60-year-old man from Marchwood was also arrested on suspicion of robbery conspiracy.
They are all still being held at this time.