Officers responded to Kohl's at Sierra Vista Mall just after 2 pm after reports of five people stealing hundreds of dollars worth of merchandise.
Police say one woman set a display of bath mats on fire as the group ran out of the store.
Employees were able to put out the flames.
The group then tried to take another nearly $3,200 worth of products but were not able to get it out of the store.
Police later found and arrested four of the suspects at a nearby gas station.
An officer discovered another suspect hiding inside the mall.
All five are facing several charges, including grand theft, shoplifting, and arson.