Nhill police spent Monday morning talking with Grain Corp representatives, after the company's Belcher Street headquarters were burgled on the weekend.
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Senior Constable Marc Davey said "something of value" was stolen from a hard drive in a computer some time between Monday morning and Friday night.
"I've been told there might be something gold in the hard drive," he said.
"We believe this is linked to two other recent thefts in town. Pieces of hard drives were also stolen from a school and the State Emergency Service building in the past month."
Senior Constable Davey said anyone who had seen activity in the GrainCorp offices over the weekend should call police on 5391 1022.
"There wouldn't have been any staff in over the weekend," he said.