The cases – which looked like normal business briefcases – are suspected to have been taken sometime between 16:30 on Tuesday 3 December and 08:00 on Wednesday 4 December.
The vehicle with the cases in was parked on a private property near the park, Guernsey Police have said.
“Two of the cases are brown in colour and the other two are blue/grey in colour,” a spokesperson said.
“If you have any information about the above incident could you please contact PC 88 Browning at Guernsey Police on 01481 725111 or anonymously via Crimestoppers on 0800 555 111.”