Ararat Crime Investigation Unit was called to Ararat Harness Racing Club's Blake Street premises after security was breached sometime between midnight and 5am.

Detective Acting Sergeant Guy Menhennitt said offenders damaged the venue's bar, causing about $15,000 damage.

"They smashed fridges and tipped over a large commercial fridge," he said.

"An amount of alcohol was also taken."

Det Acting Sgt Menhennitt said police believed offenders forced their way inside through a metal security door.

"It's a big blow to a community club like that, which doesn't make a lot of money and puts what it does make back into the club itself," he said.

"Police are appealing for witnesses in the Blake Street area who might have heard or seen someone to call the Ararat Police Station on 5355 1500."

Ararat Harness Racing Club senior vice-president Bob Collins said it was the second time the venue had been broken into in as many months.

It had been targeted several times before that.

"We're a volunteer club and I am absolutely sick to death of going down there every second week and seeing things smashed up," Mr Collins said.

"When I went down there about 4.30am I could not believe it."

Mr Collins said the bar was covered in blood and glass and the dining room doors had been smashed.

"It's not fair on the committee that we've got these idiots who come and just smash the joint up," he said.

"We've worked our guts out to get one of the better venues in Ararat and in the racing industry, but this just makes you wonder, is it worth it?"

Committee members will have to assess whether planned events, including weddings, will be able to go ahead at the venue.

"We can't have anything without a bar, and whether these fridges can be repaired or not I don't know yet," Mr Collins said.

"Now we've also got to go to the expense of putting up CCTV cameras."

Horsham detectives are also investigating a break-in at the city's Kmart store.

Police believe two people broke into the store through the roof early Sunday morning.

"They spent a considerable amount of time ransacking the store," Detective Senior Constable Travis Kerr said.

"Police were in there at 4am."

Police believe the offenders fled through a back entrance after triggering an alarm.

Horsham's Crime Investigation Unit is using the store's CCTV footage to assist in their investigations.

"It is unknown exactly what amounts of stock have been taken at this stage," Det Sen Const Kerr said.

Staff cleaned the store and it opened at normal time at 8am.

Kmart Horsham said it would not comment on an ongoing investigation.

Det Sen Const Kerr urged anybody with information to call Horsham Police Station on 5382 9200 or Crime Stoppers on 1800 333 000.