Curators at the Malmo Art Museum in southern Sweden were unaware the Munch painting, along with two by other artists, were missing until police called them after finding the artworks during the search of an apartment in another case, the Swedish news agency Tidningarnas Telegrambyra reported.
"I got a real shock when the police called me at lunchtime yesterday," said museum head Goran Christensson. "You don't think that this can happen. It is like when you have personally been a victim of a theft, you feel aggressive and offended."
Police found the paintings while searching an apartment in Landskrona. They were believed to have been stolen from a storage area at the museum at least two weeks ago, the report said.
The Munch painting "Two Friends" is of a pair of playful dogs. The Norwegian artist is best known for a painting entitled "The Scream."
"Neither I nor our staff can explain how this could have happened," Christensson said. "But the police have not completed an examination of the scene yet, so it remains very unclear to me. But one wonders what type of people have done this."
Christensson said security at the museum is being reviewed and an inventory is being taken to determine if any other art is missing.