The suspects entered the store in the 6000-block of South Cottage Grove at about 8:54 p.m. and began stealing several bottles of liquor, police said.
The suspects walked out of the store and were loading the liquor into a car when police said the employee confronted them.
One of the suspects then pulled out a handgun and threatened the employee before fleeing, police said.
Area One detectives are investigating. No one is in custody.