West Yorkshire Police said a sexual offence took place at the store in Glasshoughton between 2.30pm and 3pm on Saturday and involved a victim under the age of 18.
Wakefield District Child Safeguarding are investigating and trying to trace a suspect who is described as white, in his early 20s, six feet tall with short brown hair, and "puffy" ears and lips.
He was wearing a bright yellow t shirt with the Adidas logo written across the chest in large black letters, and grey jogging bottoms.
The suspect made off on a mountain bike which had been left in the adjacent park and headed in the direction of Barnes Road.
Det Insp Vanessa Rolfe said: "A large number of enquiries are ongoing into this offence, and we have also increased patrols around the Asda area to reassure residents.
"We would like to speak to anyone who recognises the description of the suspect and can help us identify him. Anyone who saw a male fitting the suspect's description riding a black mountain in the Barnes Road area should also get in touch."
Information can be given to Wakefield District Child Safeguarding on 101 referencing crime number 13170311883, or anonymously to the independent Crimestoppers charity on 0800 555 111.