Police Scotland say the equestrian building, a mile west of New Galloway, was broken into during Friday night and Saturday morning.
The haul, with an estimated value of around £500, included saddles, bridles, stirrups and reins.
A spokeswoman at Castle Douglas police station stated that the theft happened sometime between 5.30 pm and 5.30 am at the property near to the A762 Laurieston Road.
PC Emma Crane said: “We are asking for the help of the community. Anyone who heard or saw anything suspicious over this period in the New Galloway area is asked to come forward. Calls can be made through the 101 number.”
Thefts of equestrian equipment are a significant problem nationwide with some stables tightening security.
Meanwhile, officers have not ruled out a link between the stables theft with a second incident the same night.
The Golf Club in New Galloway was broken into sometime between 5.30 pm on Friday and 7.00 am on Saturday.
Although nothing was taken at the golf club there was damage to the building.