Reposted from BBC
The work, which depicted a young female figure with a mournful expression, was cut out and removed from one of the emergency doors at the venue.
"We are today filled with a deep sense of indignation," the Bataclan tweeted.
In November 2015, 90 people were killed when armed militants targeted the venue during a rock concert.
"Banksy's work, a symbol of recollection and belonging to all: locals, Parisians, citizens of the world, has been taken from us," the Bataclan wrote in a statement posted on Twitter.
The theft, which occurred overnight on Friday, involved "a group of hooded individuals armed with angle grinders", AFP news agency reports, citing a source close to the investigation.
The suspects then reportedly drove away with the artwork in a truck.
Banksy's art has become extremely popular and sought-after. A piece of his work which appeared on a garage in the UK was recently sold privately for a "six-figure sum".
Last October, Banksy made headlines after one of his paintings was sold for more than £1m at auction by Sotheby's in London - and then immediately shredded itself.
Who is Banksy?
Banksy is a famous - but anonymous - British graffiti artist. He keeps his identity a secret.
He produces pieces of work which pop up in public places, such as on the walls of buildings. A lot of his art is done in a particular style which people can easily recognize.
He began spray-painting trains and walls in his home city of Bristol in the early 1990s. But in the 2000s, he expanded his work beyond Bristol and was soon leaving his artistic mark all over the world.
Earlier this month, a piece of graffiti discovered at a monorail station in Tokyo, Japan, caused a stir for bearing resemblance to the famous Banksy painting "Umbrella rat".
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