The incident is believed to have taken place between 1.45 and 2am on Tuesday at Southsea Beach Cafe.
A spokeswoman for Hampshire Constabulary said: ‘We were called at 9.22am to a report that someone had gained entry to Southsea Beach Cafe overnight and taken a number of bottles of alcohol.
‘The incident is currently under investigation and officers are following lines of enquiry to identify those responsible.
‘No arrests have been made at this time.’
In a Facebook post, Southsea Beach Café said: ‘We’re really saddened our business has been targeted.’