Officers were called to the branch at Bootle New Strand Shopping Centre at around 9.25pm last night (December 28).
A cordon was put in place at the front of the shop as the window lay broken on the floor of the store inside.
The agency was closed at the time of the incident and nothing is believed to have been stolen, the Liverpool Echo reports.
Police are appealing for any information that could assist with the investigation.
A Merseyside Police spokesperson said: "We were called to the scene at around 9.25pm to reports that three male offenders were attempting to smash the shop window with a crow bar.