The girl was walking with her mother before she was snatched, at Morrisons in Blackburn, Lancashire, at about 15:00 on Thursday.
The man initially carried her away down a travelator but then put her down and she was able to run back to her mother.
A 44-year-old man has been arrested on suspicion of child abduction after the incident at the Railway Road store.
Det Insp Tim McDermott, of Lancashire Police, said the incident was "distressing" for the family and the motives for what happened were "unclear".
A three-year-old girl managed to escape back to her mother after being carried off by a man in a supermarket.