Shifnal and Albrighton PCSO Sam Newbrook said the theft had taken place at Cross Road in Albrighton.
He said it had happened between 7.35pm and and 7.45pm on Friday, with three hooded men entering the site through an insecure gate.
PCSO Newbrook said: "I am appealing to the Albrighton community for information following a burglary at a construction site on Cross Road.
"The burglary happened between 7.35pm and 7.45pm on Friday, November 4.
"It’s believed the offenders entered through an insecure gate.
"A high value digger was stolen from the address.
"There were three male offenders wearing dark clothing and hooded tops.
"Anyone with any information about the incident is asked to contact us online, quoting incident number 00573 of 04112022."
Alternatively people can contact Crimestoppers anonymously on 0800 555111.