Drents Museum director Harry Tupan said staff were “intensely shocked” by the burglary, which he said was the biggest incident in its 170-year history.
Police were called to the scene after reports of an explosion at 03:45 local time (04:45 GMT) on Saturday.
Officers carried out forensic investigation and reviewed CCTV footage throughout the day.
Police are also investigating a burning vehicle which was found on a nearby road, which they suspect may be linked to the burglary.
“A possible scenario is that the suspects switched to another vehicle in the vicinity of the fire,” a Dutch police statement said.
No arrests have been made, but authorities suspect multiple individuals were involved. Police have called global policing agency Interpol to help with the investigation.
