The break-in happened at some point between midnight and 6:30 a.m. Saturday at 2200 N. Cannon Drive, police said.
The thieves broke a window and gained access to a zookeeper's office and some locker rooms.
Several short-wave radios and other items valued at around $3,000 dollars were stolen.
Police say the thieves left a ladder lying across the moat of the zoo's tiger enclosure, which was not accessed by the burglars.
The individuals were not in custody and police did not have their descriptions late Saturday.
The Sun-Times Media Wire contributed to this report.