Stone Wall cafe owner Julie Shkolar said the robber, who had entered the shop about 6.30am on Monday armed with a screwdriver, took two drinks from the fridge when he realised he wouldn't be getting away with any cash.

He had earlier threatened an employee, who Mrs Shkolar said had been offered counselling.

"She said we don't keep money on the premises then he was on his way out at the door when he stopped at the drink fridge and said 'I'm taking two drinks'," Mrs Shkolar said.

Witnesses told police the man left in a vehicle, which police then tracked to near Moss Vale.

Police said the man was taken into custody at Moss Vale train station after his vehicle broke down, following a crash.

Late on Monday, he was assisting police with their inquiries into the armed robbery, as well as two other thefts

Police Inspector Paul Allman said the man was expected to be charged with a string of offences.