Jacob Kiss, 19, told KGTV-San Diego he never used the words "robbery" or "gun" in the Labor Day incident, the Los Angeles Times reported.
"Those never came out of my mouth," he said.
But the station reports the clerk at the store in the Rancho Penasquitos neighborhood told police the man in the Gumby suit threatened to pull out a gun unless the clerk gave him money.
KGTV said Kiss and the driver of a car he got into after leaving the store, Jason Giramma, 19, turned themselves in to San Diego police this week. Both were interviewed by police but not arrested.
The San Diego County district attorney will decide if criminal charges are filed, the station said.
A store surveillance camera shows Kiss trying to reach inside his Gumby suit, but he says he was reaching for his wallet to pay for cigarettes, not a gun.
Kiss says he likes donning the Gumby suit because it cheers people up.
But he doesn't recommend others go into stores wearing Gumby suits or gorilla suits or chicken suits.