Jewellery, an iPad and a phone were stolen from a dressing room being used by stars of Strictly Come Dancing in Blackpool.
The theft on Saturday night from a dressing room at Blackpool's Tower Ballroom is being investigated by Lancashire Police.
The items were taken from a dressing room shared by female contestants and dancers on the BBC One show.
Police said they would not be giving details of who the items belonged to.
Detectives are appealing for anyone who saw anything suspicious in or around the building to contact them.
A police spokeswoman said: "We are investigating a theft that has occurred at the Tower Ballroom at Blackpool.
"It was reported to us at around 21:45 GMT that some items had been taken from a dressing room within the building - officers are investigating the theft and are making a number of enquiries to trace the person or people responsible."
Only one dressing room was entered, the spokeswoman added. It is not yet clear how the thieves got into the room and the force said officers were "investigating how they have gained entry".
Strictly Come Dancing, now in its 11th series, is usually filmed at Elstree Studios in Hertfordshire but had travelled to Blackpool for a one-off special in the famous ballroom.
In 2011, the final of Strictly was filmed in the resort's ballroom and attracted 12 million viewers.
Among the contestants this year are BBC Breakfast presenter Susanna Reid, Abbey Clancey, singer Sophie Ellis-Bextor, actors Mark Benton and Patrick Robinson and former Coronation Street actress Natalie Gumede, who collapsed during last week's rehearsals but returned to score 39 out of 40 in the Blackpool show.