A thief who pulled a gun on a store cashier coyly left with his tail between his legs when the clerk  - an Iraq War veteran - reacted quickly using his years of training.

Jon Lewis Alexander, 54, had a gun pulled on him while at work, but within a split second he'd pulled out his own firearm and had it inside the thief's mouth.

The tense exchange took place in a store in Marionville, Missouri, and was caught on CCTV.

Police said Mr Alexander had a lucky escape, but speaking to The Blaze, the store clerk said he told the police 'I think (the robber) is a little luckier than I am.'

After 30 years of service in the U.S. military, Mr Alexander has certainly had more than his fair share of dealing with unpredictable and violent situations, as well as knowing how to handle a firearm.

He has served four tours in Iraq and has worked as a prison guard and private investigator.

The failed robbery took place on Saturday night. The thief is seen sauntering into the store smoking a cigarette, which Mr Alexander promptly asks the man to put out.

The thief then quickly reaches for his gun while demanding all the money in the til.

But the clerk's training and instinct took over, and he grabbed his own Walther PPX 9 mm handgun from his back pocket while blocking the thief's aim with his other hand.

He told the news service he threatened to blow the thief's head off. At which point the man backed out of the shop.

He said he didn't fire his weapon because the thief's gun was never pointed directly at him, threatening his life.

Store owners Max and Jeannie Dawson, who have provided police and the news service with the CCTV footage, said they fully support Mr Alexander's handling of the situation.

The clerk's wife was initially horrified at hearing what had happened while her husband was at work, but after seeing the footage, she eventually calmed down.

'It took her a while to calm down,' he said. 'But I got all kinds of lovin’ when she came home,' he told The Blaze.