Poilce said the man gave a teller a note demanding money, and when the teller didn't respond immediately, he grabbed the note and fled without taking any money.
He fled the area on foot.
No arrests have been made, and investigators continue to work the scene, police said.
Anyone with information about attempted bank robbery is asked to call Crime Stoppers at 919-683-1200. Crime Stoppers pays cash rewards for information leading to arrests in felony cases and callers never have to identify themselves.