"We were called about a break and enter in the city's west end," Constable Jenifferjit Sidhu told AFP. "At some point last Sunday a Banksy print was removed from the exhibit."
The stolen "Trolley Hunters" print depicts crouching men in loin cloths armed with stone-tipped wooden spears and axes as they hunt grocery shopping carts in a grassy field. Its value is estimated at Can$45,000 (US$34,000), Sidhu said.
Watch the CCTV footage below:
Displaying about 80 works on loan from collectors, including sculptures, screen prints, canvases and multimedia pieces, it has been billed as the largest collection of Banksy works ever assembled.
The exhibit runs until July 11.
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