Nursery assistants pushing children in prams near to the bank branch were forced to take cover when they heard the gun shots and panicked.
They ran into the nearby One Stop shop in Bournemouth Road where shopworkers took them in and locked the door.
One of the nursery assistants, Marie Rowe from Make Miracles nursery in Shaftesbury Avenue in Chandler's Ford, said: "We were trying to get to a local park and we saw a couple of cars going past.
"We heard four of five shots. We immediately panicked and got the kids into the shop.
"We saw a man carrying some guns but we were not sure whether it was armed police or not so we stayed in One Stop and they locked the door for us."
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