The attack took place at 10:30 p.m. Thursday in a crowded Los Angeles-area Walmart as shoppers were let inside the store.
When the electronics items she wanted were revealed, Police said the suspect shot the pepper spray over the items to keep other shoppers at a distance.
"Somehow she was trying to use it to gain an upper hand," police Lt. Abel Parga told The Associated Press early Friday.
Parga said police were still looking for the woman.
The store remained open and those not affected by the pepper spray continued shopping.