Burglars smashed the front doors and a window of Northampton Borough Council-owned leisure centre.
The burglars broke in to Danes Camp leisure centre then searched the premises and tried to get money out of a vending machine.
But a spokesman for the Northampton Leisure Trust said it appears they did not manage to find anything of significant value during the raid, which happened at 4am on Saturday, and it is thought they left empty handed.
The spokesman added: “There’s no money or anything valuable kept overnight so there would have been nothing to take.”
Witnesses, or anyone who knows anything about this burglary, can call Northamptonshire Police on 101.
Alternatively, they can call the independent charity Crimestoppers anonymously on 0800 555 111 or use the anonymous online form at www.crimestoppers-uk.org.