It happened at the SunTrust Bank off Highway 55 and Highway 54 around 2:45 p.m.
Durham police released surveillance photos from the robbery.
Officials said an employee was shot in the arm and the injuries do not appear to be life-threatening.
Police are looking for the person responsible.
SunTrust bank released this statement:
"Our primary focus and priority is on our teammate and the others in the branch. We will be working with law enforcement on the matter."