Police cordoned off a section of Sheep Market in Spalding on Tuesday morning after a burglary.
The Norwich and Peterborough Building Society was broken into at around 3.05am.
Police say a door panel was smashed to gain entry and a failed attempt was made to get into the cashpoint using welding equipment. The offenders left the scene empty-handed.
• Anyone with information should contact Lincolnshire Police by dialling 101 and quoting incident 37. Report crimes anonymously by contacting Crimestoppers on 0800 555 111.