The break-in to the pie shop at the north stand terracing was discovered at the weekend, and police are appealing for witnesses to come forward.
PC Stephanie Brown at Dumfries said: “The pie shop was locked up after the last home game of the season and when it was checked again on Saturday the break-in was discovered.
“We want to hear from anyone who may have seen or heard anything suspicious in the area around Palmerston Park over this period to get in touch through the 101 number.”
The break-in took place between May 28 and July 2.