The chapel was built by Italian prisoners of war during World War Two, and has since become the island’s biggest tourist attraction, with over 100,000 visitors a year.
Police have narrowed down the time of the theft of the three plaques - marked with the Roman numerals IV, VI and X - to the middle of the first week of August.
They were gifted by the chapel’s creator Domenico Chiocchetti in 1964.
His eldest daughter Letizia - the honorary president of the Italian Chapel Preservation Committee - has offered to help in finding replacements that will match the remaining 11 wooden works depicting the “Stations of the Cross”.
The group’s secretary John Muir said:”She has remained a good friend of Orkney and she has been quite distressed to hear that the plaques had gone missing.
“These plaques were a personal gift from her family so it’s understandable that she would be upset about this.”
The religious artefacts were a gift to the islanders from the former Italian prisoner of war who was behind converting two Nissen huts into a church that has become a major tourist attraction.
Police Scotland have said the information and photographs sent by recent visitors have helped narrow the time of the theft to between 9am on Wednesday 6 August and 5.40pm on Friday 8 August.
Former PoW Dominico Chiocchetti, an artist from Moena, in northern Italy, returned several times after the war when the chapel needed repairs. He carved the 14 Stations of the Cross from mahogany and brought them as a gift in 1964. He died in 1999.
The Italian Chapel on the tiny island of Lamb Holm was created in 1943-44 by Italian prisoners of war captured in north Africa.
They were sent to Orkney to build causeways between the islands, as defensive barriers for ships moored in Scapa Flow.
Chiocchetti, who had already created a statue of St George from scrap barbed wire and leftover concrete to decorate the square outside their huts, led the decoration of the chapel with craftsmen among his fellow prisoners who included a blacksmith, an electrician and a cement worker.
In May the Pope sent a blessing and his wish “that this chapel, built in time of war, may continue to be a sign of peace and reconciliation”, to a mass marking the chapel’s 70th anniversary. Days later a door was kicked in by vandals.