The Highland police and fire departments were called Monday night around 9:10 p.m. to the store at 10138 Indianapolis Blvd., a release said.
Detectives said preliminary information indicates three fires were intentionally set at the Highland location as distraction for suspects to shoplift.
All of the fires were extinguished before first responders could arrive, police said.
No one was injured and the damages were minimal, according to police.
Police said the incident appears to be similar to another incident at a Walmart store in south suburban Lansing, Illinois.
Anyone with information is asked to call police at 219-838-3184.