Gun Tesco Birmingham
Armed police were called after the man was seen behaving aggressively in the store in Aston Lane, Witton, at about 0830 BST.
Customers were asked to leave and roads around the store were closed as a precaution and diversions put in place.
A police spokesman said the man had been arrested just before 1330 BST but so far no firearm had been recovered.
He said as a precautionary measure bomb disposal specialists would visit the supermarket to check the contents of the man's bag.
Police said no shots were thought to have been fired and no-one was injured.
