A 66-year-old man was sitting in his car around 7pm on Monday, January 24, in the Craigleith Retail Park when he was approached by an individual who opened his car door and demanded money.
No money was stolen and the suspect ran away from the area after making his demands.
He has been described as a slim white man with a local accent who is roughly 5ft 8in tall. He had short hair and was wearing dark clothes.
Police have said the 66-year-old was not injured in the incident but he was left feeling very shaken.
Officers are now appealing for information from anyone who was in the area at the time to try to establish exactly what happened.
Detective Sergeant Rory Legge, of Corstorphine CID, said: “This was a frightening experience for the victim who luckily did not sustain any injuries.
“Enquiries into the incident are ongoing.
“I am appealing to anyone who was in the area around the time of the incident who may have witnessed what happened, or any motorists who were in the area with dash cam footage, to please come forward.”
If you have any information on this incident you should contact Police Scotland on 101 quoting incident number 3143 of January 24.
Alternatively, If you have information to report but would like to remain anonymous you can do so by calling the charity Crimestoppers on 0800 555 111.