Police are investigating the armed robbery of a convenience store in Surry Hills last night.

About 11:45pm, Tuesday 9 September 2014, a man entered a convenience store on the intersection of Elizabeth and Brumby Street and threatened the shopkeeper with a knife.

He walked behind the counter and helped himself to several of packets of cigarettes before the male shopkeeper activated an alarm and the man ran off towards Chalmers Street and Prince Alfred Park.

Police from Surry Hills Local Area Command attended the shop and established a crime scene while also conducting a search of the area with the assistance of a police dog.

The man was unable to be located and detectives are now appealing for anyone with information about the robbery or the identity of the man to come forward.

He is described as being of Aboriginal/Torres Strait Islander appearance, aged in his 20s, 170cm tall with a thin build and wearing a dark-coloured beanie, a black scarf, black hooded jacket and light jeans.