The incident happened at JMC Contracts in Kirkconnel some time over the weekend.
A wide range of builders' tools worth more than Â£9,000 was taken when a container in the yard was broken into.
PC Scott Graham said a large vehicle and a number of people would have been needed to take the tools.
"We are asking for the help of the public to see if anyone saw or heard anything suspicious around the yard, which sits between St Conal's Square and the River Nith, over the weekend," he said.
Thieves have taken tools including a cement mixer and a power washer from a yard in Dumfries and Galloway.