The thieves struck at the property in Upton during the early hours of this morning before fleeing towards the A1.
Police said they received a report at 4.10am that the suspects had used a Manitou digger to attack the wall of the Waggon Lane business.
They pulled out the cash machine and made off with it in a modified white Ford van.
Enquiries are ongoing at the scene today and police are appealing for information about the crime.
Detective Inspector Charlie Manson of Wakefield District CID, said: “We are conducting a number of enquiries into this incident this morning and would like to speak with anyone who has any information about the theft or may have seen the seen the suspect vehicle heading towards on the A1.
“The vehicle was described as having had part of its roof cut off so would have been distinctive.
“Anyone who has information should contact Wakefield CID on 101 or the independent Crimestoppers charity, anonymously, on 0800 555 111.”