A photographer submitted photos showing a police car and an officer at the Esso on London Road at around 6am.
The photos show that the petrol station had also been cordoned off.
A Sussex Police spokesperson said: “Police were called to a report of an attempted robbery at a premises in London Road, Hassocks, at about 6am on Thursday, January 4. There will be an increased police presence in the area while officers carry out their investigation.
“Witnesses or anyone with relevant information, such as CCTV or dashcam footage from people travelling in the area at the time, is asked to report it to Sussex Police online or on 101, and quote serial 163 of 04/01.”