Kunsthal director Emily Ansenk said the facility used video cameras and an alarm system that were installed in consultation with its insurers, "but no people," DutchNews.nl reported Wednesday.
"We have state-of-the-art security," Ansenk said.
The paintings, stolen Tuesday, were part of the Triton Foundation collection and on display as part of the museum's 20th anniversary celebration.
"There was no one in the building and an external security firm went to the Kunsthal when the alarm went off. They discovered the break in and warned us," a police spokesman told RTV Rijnmond.
The works went on public display for the first time last week at the Kunsthal, The New York Times reported. The stolen paintings were identified as Meyer de Haan's "Self-Portrait"; Paul Gauguin's "Girl in Front of Open Window"; Claude Monet's "Waterloo Bridge, London" and "Charing Cross Bridge, London"; Henri Matisse's "Reading Girl in White and Yellow"; Pablo Picasso's "Harlequin Head"; and Lucian Freud's "Woman With Eyes Closed."
The theft "was carefully thought out, cleverly conceived and it was quickly executed, so that suggests professionals," Charles Hill, a private investigator who once worked as a Scotland Yard art detective, told the Times.
Hill retrieved a version of Edvard Munch's "The Scream" when it was stolen in 1994 in Oslo, Norway.
Marc Masurovsky, a historian and an stolen art expert in Washington, said the theft possibly was a "a contract job."
"These works were picked out," Masurovsky told the Times. "Could it be they had been targeted well before the theft, and the exhibit was the opportunity to strike?"