There's a Coop supermarket on the Grand Canal at Piazzale Roma. That might be the one that the OP is talking about. It's right across the canal from the side of the station as the crow flies, but not as the human being walks in Venice! And it definitely carries food.
There are some other supermarkets scattered around Venice proper, for example the Billa branches on the Zattere and on the Strada Nuova, and a shop (maybe Punto?) just below Piazza Santa Margherita that's bigger than it looks from the outside. They're not massive ipermercati, but they're quite adequate. And they're helping to drive the little family shops out of business.