A man has been arrested after an attempted break-in and police chase in the Latrobe Valley.

Police say a man tried to break into a shop in Rosedale on Wednesday night but fled empty-handed when somebody saw him.

The man allegedly sped away from police, who intercepted him at Traralgon when he crashed into the Royal Exchange Hotel.

A 38-year-old Morwell man was arrested. He wasn't injured in the crash.