Jewish volunteer security service Shomrim were called to Lloyds bank in Golders Green on Thursday afternoon after an attempted robbery.
According to police a man walked into the Lloyds at around 3pm on Thursday, told staff he had a knife on him and demanded cash, before walking out empty-handed.
Shomrim were called to the scene by the bank and have since tweeted an appeal for information for the police.
Anyone with information is asked to contact Crimestoppers anonymously on 0800 555 111.