Thieves have stolen five large millstones from Jill windmill – the iconic partner of Jack – on Clayton Hill, near Ditchling.
The stones are 4ft in diameter and each weigh about half a ton. They are at least 100 years old.
A police spokesman said: “At least four people would probably have been needed to move each stone and a hedge was cut to enable them to drive them away.”
Anyone with information, or who saw suspicious activity since February 2, should contact police on 101 or Crimestoppers anonymously on 0800 555 111.