Mr Smith said the thieves were “obviously professionals” as the band had not realised the van had been broken into until they arrived at their destination.
The interview, on Radio X, went ahead but without the planned live session.
The singer said they had reported the theft to police, who were “helpful”, but he was not hopeful of seeing his kit again.
“I could cry,” he said. “I’m devastated. If anyone sees anything like it for sale online, please get in touch.”
The singer’s Facebook post, external has prompted a number of sympathetic comments, including one tagging music star Elton John and asking him to help.