At around 12.35pm on Wednesday (3/3), the victim parked his car outside of Barclays on Chipping Norton High Street, leaving his Mini Dachshund puppy inside.
When he returned a short time later, the dog had been taken.
The dog is all brown in colour and has been microchipped.
Investigating officer PC Rachel Lundregan, based at Witney police station, said: “We are working hard to find out who is responsible for this theft including analysing all relevant CCTV and tracing any possible witnesses.
“This incident has left the puppy’s owners completely bereft and we are appealing for anyone who may have seen anything in the High Street on Wednesday lunchtime to come forward. For those who have dashcams, please check them in case you inadvertently captured something that could help our investigation.
“Similarly anyone who believes they may know of the dog’s current whereabouts should contact us immediately.”
Anyone with information can call 101 with reference 43210089040 or report it online.
Alternatively call independent charity Crimestoppers 100 per cent anonymously on 0800 555 111.