Police said the suspects parked a U-Haul truck in the alley behind the Pillars store in the 1100-block of West Madison Street at about 1:52 a.m.
The group gained entry to the store after police said they threw a rock and broke the front window and began taking merchandise from the store.
Officers arrived on the scene and then arrested three men as they were trying to flee, police said.
Area Three detectives are investigating. Further information was not immediately available.