At 3.45am on Saturday (5 September) a digger machine, believed to have been stolen locally, was driven into the wall of the Nationwide Building Society in Hurstpierpoint High Street.
The Automated Cash Machine (ATM) was removed from the wall and put into a waiting white Luton van which was driven away westwards.
A number of men are believed to have been involved.
The amount of cash in the ATM is not yet known.
Detective Sergeant Mark Miller said; “Enquiries are at an early stage, but we are keen to hear from anyone who was in he area during the night and who saw the digger being taken towards the High Street, or saw the white van, is asked to contact us either online or by calling 101, quoting serial 208 of 05/09.
“You can also contact the independent charity Crimestoppers anonymously on 0800 555 111.
“The High Street was closed for our investigation to take place but is expected to be open again during Saturday morning.”