It caused significant damage to the Co-op in Lauder Road, Kirkcaldy, Fife.
The Benford Swivel Dumper had been reported stolen from Hayfield industrial estate before the incident at the Co-op at 2.40am on Monday.
The shop is expected to remain closed until the full extent of the damage is assessed.
Detective Graeme Dursley said: “The premises will remain closed while we conduct our investigations at the scene and a full assessment of the damage to the building will need to be carried out.
“I’d urge anyone who may have been in the area of Hayfield industrial estate or Lauder Road in the early hours of the morning to get in touch.
“If you saw any suspicious behaviour or may have witnessed the truck travelling between these two locations, then please come forward.”