It is understood an organised gang may be behind the robbery, the latest in a string of incidents.
South of Scotland MSP Christine Grahame said she had been conscious of a man watching her as she paid at the checkout in Asda at the Jewel on Tuesday at around 3.45pm.
When she returned to her car, another man pouring over a map asked her for directions, but as she helped him, her card was stolen from her bag inside the vehicle.
Within half-an-hour, 200 had been taken from her account.
The 65-year-old SNP politician, who represents much of East Lothian, said: "When I was at the checkout there was a smartly-dressed guy looking at me, but when I turned round he looked away and then he walked out with the people in front of me as if he was with them.
"I went out with my groceries and I was sitting in the car when I saw a man struggling with a map. I asked if I could help. He was a few yards away so I got out of the car and went over. He was asking for directions to Aberdeen.
"Because it was just a short distance, I didn't think of locking the car and they took my card from my bag. I only realised when I happened to go to another shop 20 minutes later and couldn't find it."
Ms Grahame said police told her there had been reports of similar cases in the area, believing a gang was operating in the capital using the same technique.
The Evening News has already reported how thieves stole 500 from the account of a pensioner in a Bathgate supermarket in July using similar tactics.
Shortly before Ms Grahame had her card stolen, another incident had been reported on Craigleith Road.
The politician said: "When people go to ATMs they are careful to hide their PIN numbers, but if you're shopping, you are often in a hurry.
"I have written to all the supermarkets, asking what kind of measures they have in place.
"I'm suggesting they have a screen at the end of the check-out area and they raise the height of the protection around the PIN machine.
"The banks tell me this kind of scam is quite common in supermarkets, but there are no notices up to warn people."
Police confirmed their inquiries into the case were on going and urged any witnesses to come forward.
Ms Grahame said they told her a Romanian gang may be arriving in the country on a frequent basis, targeting one area at a time.