Police were called to a shopping centre at 2am on Sunday to respond to reports of an armed robbery. They described how the robbers had used the game to lure teenagers to a secluded area.
Pokémon Go, launched last week, encourages users to walk to different areas to collect the animated creatures. Users hold up their smartphone and the game superimposes a Pokémon over the image of the real world, which they must then catch.
The four robbers, who were apprehended by police, used the game's location technology to create a signal at a "Pokéstop" - a location that players can visit to replenish in-game supplies.
"If you use this app or have children that do we ask you to please use caution when alerting strangers of your future location," O' Fallon city police said.Australian police have warned that players become so engrossed in the game they forget to look before they cross roads.
In Wyoming in the US at the weekend, an engrossed player stumbled on a dead body.
A tweet issued by the New York City Transit's Twitter account also warned the game players to stay off the train track while in the subway.