The theft was discovered July 30 by a janitor, the Boston Globe reported.
"We are deeply troubled that this sacred relic was stolen, and we pray for those responsible,'' the Rev. Kevin J. O'Leary, rector of the cathedral, said Monday. "We ask the faithful of the Archdiocese of Boston to join the cathedral's parishioners in praying every day for its return.''
The loss only became public Sunday when it was reported by Kelly Thatcher, who blogs as "The Lady in the Pew."
Lt. Detective Michael Conley said investigators believe the relic, last seen by a church official on the morning of June 30, was taken later that day while the cathedral was open. He said there were no signs of a break-in.
The relic was kept in the base of a cross.
Relics described as pieces of the True Cross have been venerated since the fourth century. None has been authenticated.
The Rev. Jean-Louis Lefebvre de Cheverus, a French missionary who later became the first Roman Catholic bishop of Boston, brought the relic to the city in the late 18th century.