Frostproof Mayor Kay Hutzelman says the theft happened sometime after the city's annual holiday festival and parade over the weekend and officials want the items back.
Hutzelman says officials believe the theft was a prank, probably by children. She says the Nativity scene is a big part of the city's festival and calls the theft "sad."
The Orlando Sentinel reports the city refurbished the set last year. The Jesus figure and the donkey, which is 4-feet high and six-feet wide vanished between 6 p.m. Saturday and Monday morning.
The mayor says the items can be dropped off at city hall.
Anyone with information can call Crime Stoppers at 800-226-8477.