Contractors arriving for work on Monday at the old milk depot in Telford Place discovered that a hydraulic hammer attachment and a shear were missing.
The parts are valued at £26,000 and £30,000 respectively.
Raiders got in via a gate to the site around the back of Telford Place, near to Larsons and Build Centre building suppliers.
It is believed that the digger on site was used to load up the stolen items, which would have had to be loaded on to a lorry or double-axled van.
Detectives are investigating the possibility that they were stolen to order.
Anyone who saw activity in the area over the weekend or has any information about the theft is asked to call Sussex Police on 101 quoting serial 0159 of 12/12 or the independent charity Crimestoppers anonymously on 0800 555 111.