A passer-by said they moved on to the site at St Peg Lane on Monday and there were around eight or nine caravans, plus some vehicles parked up.
Derelict buildings on the 6.5 acre site were demolished last year.
A Tesco spokesperson said: “We’re aware of the traveller community on our site at St Peg Lane and we are in the process of resolving the situation as quickly as possible.
“We’re also reviewing our security arrangement to put in place some additional measures to prevent future access.”
A Kirklees Council spokesperson said the land was privately owned.