Dennis Hawkins was caught on Kmart's surveillance video stealing an air gun.
At 6 foot 2 inches tall, he was sporting a dark goatee, a blond wig and fake breasts.
Officials said Hawkins then went to a nearby bank and made off with a bag of cash.
Afterwards, the 48-year-old allegedly stopped by a gas station and tried to car-jack several customers.
Police caught up with the cross dresser a short time later.
Hawkins is due to appear in court Wednesday.