It is not known where the women are now – with many who have watched the filming claiming the suspects were obviously pretending to be Muslim to commit the crime.
The video was quickly posted and shared across social media yesterday, however Asda did not immediately report the incident to police.
The store has now reported the incident and is working with local police to resolve it.
In a statement a spokesperson for Asda said: ‘We do not tolerate any form of shoplifting and work hard to deter shoplifters from our stores.
‘All cases of attempted theft are taken seriously and we always work closely with the local police force in the communities we serve.
‘We are in contact with Dagenham Police about this incident and would like to thank colleagues at our Dagenham store for their quick intervention and response in this case.’
Local Steve Thorogood captioned his post: ‘Look at this thieving toe rag at Dagenham Asda disguised as a Muslim.’
The clip shows the women, who were dressed in a traditional black garment, being surrounded by many Asda floor staff.
As the video goes on it becomes clear the women are pulling out a variety of products, thought to include formula milk, from underneath their dresses.
A male bystander is saying: ‘what the f***?’
The women create a pile of Asda goods in front of them. While other astonished customers watch on. One woman is heard saying: ‘Oh my god.’
After leaving a pile of around 20 products one woman lifts up her garment revealing just her belly and underwear as she proves she is hiding no more goods.
The Asda employees try cover their eyes and turn away as the woman walks towards the exit whilst holding up her black dress. Five members of Asda security and staff crowded around the women as they were forced to reveal their spoils
The video has been shared across social media and has shocked many in the comments.
Victoria Roycroft said: ‘Absolutely disgusting’.
Mell Horn wrote: ‘Surely a Muslim women wouldn’t pull her skirt up like that in front of them men.’
Helena Phillips said: ‘Some people have no shame.’
Four years ago a woman disguised herself in a burka to steal £17,000 from a children’s entertainment centre.
The employee dressed up in a burka and stole from the Fun Station in Star City, Birmingham in July 2015.
Krystal Kerr, who intended to use the money to fly to Jamaica for a holiday was jailed for one year.
MailOnline has contacted Asda. Police were unable to comment on the incident as the supermarket chain had not reported it.