Police want anyone who has been approached to buy wine in bulk to alert them following the theft of half a million dollars of premium wine in Sydney's west.

The South Australian wine was taken from shipping containers where it was being stored in Smithfield, with the theft most likely occurring between January 25 and 28.

The wine is exclusively sold at 'Chimmy's.com,' and has a retail value of about $500,000.

Detective Inspector Adam Phillips is urging anyone who may have information to contact police.

"This is wine which is not widely sold at bottle shops and pubs," he said.

"We are confident that whoever has possession of the wine will try to sell it and we urge anyone who may have been approached to buy wine in bulk should contact police immediately."