A Ministry of Defence worker mislaid their automatic pistol in the toilets of a Sainsbury's store, say police.
The weapon, a Sig Sauer 9mm, was left at the store in Bancroft, Hitchin, on Saturday evening and has so far not been found, said Hertfordshire Police.
A police spokesman said the weapon was loaded with 13 rounds of blank ammunition, but could cause injury.
Police have been searching areas near the store and have advised members of the public not to touch it.
Anyone with information about the weapon is asked to call Hertfordshire Police.