The raid happened at Scotmid in North Deeside Road, in the Aberdeen suburb of Bieldside, in the early hours.
Police are already looking into four similar incidents in the north east of Scotland.
Bank cash machines in New Deer, Oldmeldrum, Inverurie and Dyce have been targeted.
Police have not commented on reports explosives may have been involved in some of the incidents.
A police spokeswoman said: "Police were called to an incident at Scotmid on North Deeside Road at around 4am today.
"The premises has been broken into and inquiries are ongoing."
A Scotmid spokesman told BBC Scotland an alarm had been set off at the front of the shop, and the safe at the back of the ATM had been targeted.
He said: "Thankfully no staff members were involved."
The spokesman said it was being investigated whether any money was stolen, but no other stock appeared to have been taken.
It was hoped the shop would reopen when police inquiries were complete.
A shop break-in involving a cash machine - following a spate of similar incidents at banks in recent days - is being investigated by police.