Valued at a total of about $54,000, the works went on display last week and were snatched early Monday, the BBC reported Wednesday.
Police told the BBC the pieces were specifically targeted by a single thief during the break-in.
"We opened in September and it was a bit of a coup to get the Hirst artworks. We had them for four days and then they were stolen," gallery manager Nathan Engelbreght told the British broadcaster.
"We wanted Hirst to be in the Christmas show and to help raise our profile and to show people we can get the big names in, so it's a big hit and here's hoping insurance will cover it, if it doesn't it will probably take us under. It took us a few weeks of negotiations and to have them stolen is really disappointing. They [Damien Hirst's representatives] have been understanding that these things do happen."