According to the Livingston County Sheriff's Department, employees followed Scott Keith Perschbacher from the store after he allegedly stole a package of underwear and a ball cap.
Sheriff Steve Cox said the 48-year-old ran to a wooded area near the store in an attempt to hide from officers.
He eventually surrendered after officers threatened to use a taser on him.
Perschbacher was on parole from the Missouri Department of Corrections. He is now being held in the Daviess Dekalb Regional Jail accused of stealing and resisting arrest.