At around 2am on Tuesday the yellow JCB was stolen from a farm at Old Rowney, Shefford.
The vehicle’s tracker was located to a disused quarry in Houghton Conquest, where it was then removed at around 4am.
Another vehicle was seen in the area, and is described as a dark coloured, or black, 4x4, with a square registration plate on the front and a spare wheel fitted to the back.
Detective Sergeant Chris Hutton said: “We are keen to hear from anyone who saw the JCB travelling through Haynes, along residential roads and then via the A6 to the disused quarry.
“This was highly unusual activity. Construction vehicles of this type and large size would not normally be operated on residential roads, or during the very early hours.
“We would ask that anyone who saw the JCB or the dark coloured 4x4, who may have CCTV along the route the vehicle took, or motorists with dashcams who were in the area early yesterday morning, to come forward.
“Historically, offences like these tend to be linked to further criminality, so we are appealing for the public’s help in order to prevent other offences.”
Call 101 ref 40/27320/19.