It was the tenth attack so far this year with hole-in-the-wall crooks hitting stores across the province.
The incident happened in Market Square in Bushmills, County Antrim early on Tuesday morning.
The digger was set on fire after the raid.
The fire service was called to deal with the blaze.
The Market Square area is closed to traffic and pedestrians while the scene is examined.
There have also been thefts in Kingscourt and Castleblayney in the Republic of Ireland.
In February, the PSNI established a special task force of detectives to deal with the thefts.
Police believe that at least two gangs are involved.
However, they have dismissed reports that dissident republicans are involved in the attacks.