Fireworks worth about £65,000, that were meant for professional use, have been stolen from a storage unit near Hopetoun Estate, South Queensferry.
About 4,800 fireworks in five steel containers were taken from 21cc Fireworks between Saturday and Monday.
Police in West Lothian said the fireworks could be potentially lethal if used by members of the public.
They urged anyone who saw anything suspicious over the weekend at Saw Mill, off the A904, to contact them.
Those responsible for the theft are likely to have used a lorry to transport the fireworks.
Det Sgt Paul Carroll, from Police Scotland, said: "The theft of such a large quantity of fireworks is concerning, not least because of their explosive content, and the potential for serious injury if mishandled.
"The stolen fireworks are potentially lethal if used by members of the public, and we are warning people to be on the guard and only buy fireworks from reputable dealers."
The stolen fireworks are Category 4 under the Fireworks Act 2003, which restricts their sale to fireworks professionals.