Surveillance photos show the man passing a note through the teller window at the BB&T in the 1800 block of Hillandale Road in Durham around 12:45 p.m.
The suspect was described as a black male, 5 feet 2 inches tall with a medium build.
Police say he ran out of the bank before he was given any cash, and was last seen running from the scene.
Anyone with information is asked to call (919) 560-4582, ext. 29239 or CrimeStoppers at (919) 683-1200.