The owner of the farm returned home at around 11.05pm, which disturbed the offenders and caused them to flee.
At this time, the only item believed to be stolen is a set of keys.
PCSO Sally Hewitt, of the Louth Rural Neighbourhood Policing Team, said: “It is possible that a small blue vehicle was being used by the offenders, and if you have any information regarding the identity of this vehicle we would be keen to hear from you.”
If you have any information call Lincolnshire Police on 101, and quote incident number 40 of November 2.
In the meantime, farm owners are advised to review the security of their farm buildings and ensure that any security lights are working and in order. With regards to any CCTV, owners should check that their cameras are working and recording, and ensure that the images are not obscured by any dirt, cobwebs, etc.
Any suspicious behaviour should be reported immediately on 101, or 999 in an emergency.