Four boys were arrested on suspicion of causing criminal damage while jumping across a rooftop in Stroud.
The youths, all under 18 and from the Gloucestershire town, are thought to have been practising the French-born sport originally called Parkour.
This involves leaping over rooftops and using high buildings as a launch pad for acrobatic tricks.
Police were called to investigate damage done to the roof of the Peacocks store in Russell Street.
Gloucestershire Police spokesman Matt Ford said: "Youngsters taking part in free running, or Parkour, in Stroud are being warned by police to give greater thought to safety and the property of others while practising their sport."
Inspector Nick Holmes added: "The potential for fatal or serious injury was considerable given the height of the building and the route taken to access the rooftop."
The four youths have been released on police bail until 21 February.