West Midlands Police said the van was stolen from Bilston Street in Sedgley on Tuesday.
The van contained creatures including meerkats, falcons and reptiles.
A force spokeswoman said: “The theft of a van containing thousands of pounds’ worth of animals and reptiles was reported to us at 7.55pm last night from outside St Andrew’s church in Sedgley.
“We are investigating the incident.”
The van, which is white with an orange light on top, is reported to belong to an organisation which provides natural history lectures at schools in the region.