Glenda Jones said she was attacked at the Walmart on Interstate 45 and West Road on Jan. 23.
Jones said the man grabbed her, put her in a chokehold, pulled a knife and demanded her cash as she came from the window treatment section.
She said she was not about to just roll over. She said she followed the man through the aisles and yelled for help.
"I got right behind him and I was going after him," Jones said. "I was not going to let him get away and nothing happen."
However, she said that's exactly what happened. Jones said the robber just strolled out of the store past employees inside and security outside.
She said the manager told her that the security guards cannot get involved with robberies.
"He said even if the security guards had been inside the store, there's nothing that they can do," Jones said. "They are there to protect the store."