The women were netted two weeks before the Olympic Games are due to get underway, newspaper Ouest France reports.
The two volleyball players were spotted shoplifting sportswear and accessories at a shop belonging to the Decathlon chain in Lisieux on Saturday.
The women were trying to steal €170 worth of products before leaving the country on Monday. But the staff noticed them and called the police.
They returned the stolen goods and were lectured by local police. The players were training in Lisieux to represent Algeria at the 2012 Olympic Games.
Ouest France reports that the volleyball players had behaved well during their training session up until that incident.
The Olympic Games kick off in London on July 27th and are set to run until August 12th.