It is thought that three HGVs with trailers attended the premises in Cumnock Business Park in the early hours of Monday morning after the building was broken into on Saturday evening.
A quantity of pallets containing Blue WKD alcohol, valued at around £280,000, was taken.
One of the vehicles, containing some of the pallets, was discovered on fire on the A76 between Mennock and Enterkinfoot, Dumfriesshire around 11.24 pm on Monday evening.
Detective Constable Hugh Dempster said: “I would like to speak to anyone who has any information on the actual break-in at Caledonian Bottlers or anyone who may have seen a convoy of three HGV vehicles leaving the premises.
“Anyone who is offered ‘Blue WKD’ alcohol at a much discounted price is also asked to contact police immediately as this may be the stolen alcohol.”
Anyone with information is asked to contact 101 quoting incident number 1765.