Sussex Police said the men smashed a window to get into Ernest Jones in the Arndale Centre, just before 13:15 BST.
A member of staff raised the alarm, officers said.
Police want to trace three men who were seen wearing bright ski jackets and scarves covering their faces.
Thieves have smashed their way into an Eastbourne jewellery stores and got away with stock worth £50,000 to £100,000.