A pair of armed thieves have been filmed smashing their way into a Melbourne cake shop, before stealing several cheesecakes.

Police CCTV shows the two men in black hooded outerwear forcing their way into The Cheesecake Shop in Hampton Park store about 5am last Thursday.

Once inside the store, one offender stole a cake from the display cabinet, before entering the cool room. He appeared to carefully select eight cheesecakes, all flavoured either wild berry or marble.

CCTV caught the cheesecake thieves in the act. (Victoria Police)

Both robbers could be seen holding several green cake boxes as they fled the scene. No cash was stolen in the incident.

The men may have been driving a dark Toyota Corolla the day of the robbery, police said.

One of the men was wearing a black hooded jumper branded with “The Barber Shop & Co”, along with khaki pants and blue Nike sneakers.

The other robber was wearing a black hooded jacket with black Champion branded track pants, black sneakers and red gloves.

The robbers were selective about the flavours of cheesecakes they stole. (9News)

The owners of the Hampton Park store said they "live in fear" following the robbery. (9News)

9NEWS understands it is the fifth time The Cheesecake Shop Hampton Park, owned by a husband and wife, has been targeted in as many years.

On one occasion, a thug confronted a worker at the cash register with a knife and stole cash. The owners said they live in fear and are considering selling the shop.

At least eight cheesecakes were stolen from the shop. (9News)

Detectives are also probing whether the offenders were connected to a hair dressing salon robbery in Mount Eliza the same day as the cake shop robbery.

In that robbery, burglars smashed the front door of the business on Mount Eliza Way and stole clothing with ‘The Barber Shop & Co’ logos, cash, computers and hair care items.