The Bus was stolen between 10pm on Tuesday and 7am on Wednesday from the Ingerslevsgade bus departure point near Copenhagen Central Station, police wrote in a press statement.
With no trace of the bus Thursday morning, police took to Twitter in an appeal for public help to find the missing coach.
The bus is described as large and white with a multi-coloured decoration on its side prior to its disappearance.
The Belgian-registered vehicle has the license plate number 1-DIA-309.
A helicopter and team of officers were dispatched to join the search for the stolen vehicle, Copenhagen Police duty officer Henrik Stormer told news agency Ritzau on Wednesday.
While the disappearance of the bus is being treated as normal vehicle theft, police hope to find it as quickly as possible, lead alarm coordinator Peter Buhl wrote in the statement, citing a series of terrorist attacks across Europe in recent times, in which large vehicles have been used.
Politiet leder fortsat efter den belgiske bus og modtager meget gerne henvendelser om det. Ikke yderligere for nuværende. #politidk
— Københavns Politi (@KobenhavnPoliti) August 31, 2017