Several police cars surrounded Ranch Markets on the 8600 block of Hooper Avenue at about 7:40 a.m. SWAT vehicles were also called to the scene.
According to officials with the Los Angeles County Sheriff's Department, the man apparently tried to hide by forcing his way into the market through a skylight. He tripped a silent alarm when he entered the store.
The employees were able to leave safely.
Deputies entered the market at around noon and arrested the man, who was not believed to be armed. His head was wrapped in bandages. Sheriff's officials say the man may have been injured by falling through the skylight.
The Associated Press contributed to this report.