The 33-year-old was spotted by teenage football fan Jack Jeffrey in the Woking branch of the discount store.
Jeffrey told getsurrey.co.uk: "My mate asked him if it was OK to have a picture. He was happy to let us.
"It was weird just walking in there and seeing him. He had a lot of stuff in his basket but I didn't really see what it was.
"When I told my friends they were shocked and wished they had met him as well. He's probably one of my favourite players."
Terry, who has been capped 78 times by England at senior international level, earns around £170,000 a week at Stamford Bridge.