Police were called after a 16-year-old boy was robbed on the the stairs leading from the station to Market Parade at 4.25pm on Sunday.
The victim was approached by two boys who assaulted him and then threatened him with a knife, before taking his Apple Airpod headphones and a set of keys.
The two boys then followed the victim onto Prince George Street and threatened him again.
The teenager received minor injuries to his eye and forehead.
A spokesman from Hampshire Constabulary said officers are following a number of lines of enquiry and would like to hear from anyone who was in the area at the time.
He said: ‘The boys are both described as aged between 16 and 17, 5ft 7in in height, white, of slim build and both wearing a dark tracksuit top and bottoms. One boy is described as having short brown hair and the other short blonde hair.
‘Did you see or hear what happened? Did you see the two boys in the area or do you know who was involved?’
Anyone with information regarding the incident is asked to call the police on 101 and quote reference number 44220001924.