Police responded to a bank robbery shortly after 4 p.m. Friday at Wells Fargo Bank at 4601 E. Main St. near Animas Valley Mall, Frank Fisher, a spokesman for the FBI, said.
One of the suspects, a man, handed a bank teller a note that demanded money and then fled the scene.
The FBI did not release the names of the suspects Friday evening. The agency also didn't release how much money was stolen.
Farmington police Sgt. Baric Crum said no one was hurt during the robbery.
The suspects headed north in a vehicle on Highway 516 to Colorado.
New Mexico and Colorado police agencies were involved in the pursuit, as was the San Juan County Sheriff's Office helicopter.
The suspects were caught in Colorado shortly after 5 p.m.
No one was injured during the chase, a sheriff's office spokesperson said.
The bank was closed after the robbery and about 10 police cars were parked at the bank. Police officers, detectives and FBI agents were walking in and out of the bank and gathering evidence near a dumpster behind Office Max at 4091 E. Main St.
Investigators were taking pictures of a yellow satchel and a black briefcase found behind Office Max. There did not appear to be money in either.