The incident took place within the grounds of Volkswagen Van Centre in Dryden Loan, Loanhead, between 5:20pm and 5:35pm on Sunday, January 27.
Police are keen to speak to anyone who may have noticed a white Vauxhall Combo van or three males in the area.
Anyone with information about the incident should contact Police Scotland on 101, or report this anonymously to Crimestoppers on 0800 555 111.
Officers in Midlothian have also issued advice on vehicle security following a recent spate of thefts from works vehicles in the Gorebridge area.
In a statement, police said: “If you own or use a works vehicle regularly, ensure that it is locked and secured properly and any alarms fully functional.
“If you are parking the vehicle in the street, where possible ensure that it is under street lighting and overlooked by residential properties. If off street parking is possible, make efforts to make access as difficult as possible for people to break in.”
The force is also encouraging anyone to report people selling tools with no obvious signs of origin to contact police immediately.
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