A police spokeswoman said at 6.15pm a man armed with a weapon entered the BP in Princes St and demanded staff hand over money.
The man then left the petrol station and was seen getting into a vehicle heading north in Lees St.
Officers conducted extensive searches of the area but have not yet located the man or the vehicle.
A reporter at the scene said police dogs and armed police were seen around the petrol station.
At this stage police are taking statements from victims.