The instruments: a flute, a piccolo, and two clarinets: were taken from the church's crypt just before the second half of the performance by the orchestra of Scottish Opera was to begin.
Police officers arrived at the church shortly after 7:30 p.m., and are making inquiries.
The concert was the latest in a series meant to raise money for the financially troubled opera company, which has already made significant cutbacks and layoffs. The company will not perform in Scotland in the 2005-06 season, a hiatus imposed as part of a Ô£7 million bailout deal with the Scottish Executive. The possibility remains that the company will tour in England during its dark period.