The Healthy Living Centre run jointly by NHS Lothian and The City of Edinburgh Council was broken into yesterday.
A Police Scotland spokesman said: “Police in Edinburgh are investigating following a break-in at the Wester Hailes Healthy Living Centre in Harvesters Way.
“The incident happened sometime overnight between Saturday 3rd and Sunday 4th December.
“Enquiries are ongoing to establish if anything was taken during the break-in and to identify those responsible.
“Anyone who can assist officers with their investigation is asked to contact police immediately.”