A thick plate now covers part of the cement wall on the building where investigators say someone made a hole and tried to get inside.
An alarm went off at the big box store off R Street near Highway 99, just before 3 a.m. Thursday.
Police say security video shows the person who caused the damage briefly entering the building for about five seconds before running away.
No one was inside at the time since it was after hours but shoppers tell Action News the break-in sounds like something out of a movie.
"If anybody would have saw it, they would have thought they were doing construction. And not thinking that anyone would ever do that out in public like this. But people will do a lot of stuff to get what they want," customer Francisco Manzo said.
Merced police say nothing was taken from the Costco and no injuries were reported.