West Mifflin police posted surveillance photos on their Twitter account. It is not known when the incident took place.
A Walmart representative told WPXI-TV an employee saw what the woman was doing.
In a statement, Walmart told the station "it immediately disposed of the affected products and sanitized the area."
Walmart says it is working with police to find the person and have her prosecuted.
In Texas, sheriff's deputies are investigating after a video surfaced on social media depicting a teen urinating on a shelf at a Walmart store.
The incident comes weeks after video posted on social media showed people licking ice cream from freezers at Walmarts in Texas and Louisiana.
Information from: WPXI-TV, http://www.wpxi.com