Local police were called to the store on Park Road at around 6.20pm on Thursday (May 24) to reports of shoplifting.
One of the men made threats towards a security guard at the store as they were leaving.
A 31-year-old man, from Liverpool, was arrested on suspicion of theft from a shop, a public order offence and criminal damage to a vehicle.
Both men currently remain in police custody.
A spokesperson for Lancashire Police said:
"We were called at about 6.20pm to reports of a theft, shoplifting.
"Two men were stopped as they were leaving the store and one made threats towards a security guard.
"Both men were arrested at the scene."