Spokesman Frank Fisher said the suspect walked into the Nusenda Credit Union, at 6501 Indian School NE, around 4:30 p.m.
He said the man gave a teller a demand note and left after being given an undisclosed amount of money.
The suspect is described as a Hispanic man in his early 30s, 5 feet 8 inches tall, with a medium build and a mustache. He wore a dark baseball cap and dark hooded sweatshirt.
Fisher said the FBI may pay a reward of up to $1,000 for information leading to the arrest and conviction of the suspect.