The guard suffered injuries to his face after the incident.
Police were called to reports of an altercation at the Asda Darlaston store just after 1pm on Sunday.
A West Midlands Police spokesman said: "A security guard was assaulted after asking a group of men to leave and suffered minor facial injuries.
"The men then left the scene."
Anyone who witnessed the incident at the supermarket in St Lawrence Way should contact the force via its website between 8am and midnight.
Alternatively they can call 101 or Crimestoppers anonymously on 0800 555 111, quoting crime reference number 20WS/286917E/18.