Dorset Police received reports of alleged voyeurism on Saturday, May 30 at the Castlepoint store after a man was reportedly taking photos of female customers in changing rooms.
Video acquired by the Echo showed the man being confronted by members of the public in the store before making a swift exit.
A man came forward to police on Friday but no arrests have been made, the force said.
A victim has said she feels “sickened” by the incident.
She said anonymously: “I feel sickened that there’s a photo out there.
“Of a young girl, as well as me topless, and my friend, topless, and the other girls.”
The incident has sparked concern among customers and staff alike, as one H&M shopworker said: “I am concerned about the lack of communication regarding the incident that occurred last week.
“Staff have been instructed not to discuss the matter, but many of us have serious concerns about safety and staffing levels.”
A spokesperson for H&M said: “We take these allegations very seriously, and while we are unable to comment on this specific case as it is currently under police investigation, we are committed to ensuring that our customers feel safe and supported when shopping with us.”