Burglars broke in to a former church - now a residential property - in Bath Road, Cold Ashton, between 5pm on May 7 and 11am on May 9.
The items stolen belonged to Scott's Antiques and include the 18th century bronze estimated at £500,000, around other 30 bronze sculptures including of a horse and rider valued at about £25,000 each and a number of paintings.
The total haul is believed to be worth around £750,000.
Investigating officer PC Simon McFall, from Avon and Somerset Constabulary, said: “This was well-planned burglary in which the offenders clearly targeted the former church for the artwork inside.
This bronze statue is one of a number of items that were stolen from an antiques dealer in Bath. Police from the Avon and Somerset Constabulary are appealing for information about the theft.
“It would have taken a number of people to carry out this crime as the statues weigh a significant amount and would have required several people to lift them.”
McFall said anyone who is offered these items or knows anything about the incident should contact the police by dialling 101 quoting reference 5217103116.
