Staff at Featherdale Wildlife Park, in Sydney's west, say they cannot believe an emu was stolen from an enclosure yesterday.

The adult female bird was in its pen, protected by an electric fence, when it went missing some time between Monday evening and Tuesday morning.

Police say the large amount of feathers in the spot the emu was taken from indicates there was a struggle, and they are worried the bird was hurt in the theft.

Chad Staples is a keeper at the park, and says he cannot understand why anyone would do this.

"It's unbelievable," he said.

"I understand to a degree when you're talking about an animal that has significant monetary value, but an emu?

"It's obviously been taken alive we're just - I don't know what to say to be honest."

Police are appealing for information on the theft and say anyone who knows what happened can contact them via Crime Stoppers on 1800 333 000.