Detective Senior Constable Craig Wastell, of the Warrnambool police crime investigation unit, said offenders forced entry through a roller door at 12.25am setting off an audible alarm at the Reid Oval club rooms.

"The offenders fled after the alarm sounded. It's believed nothing has been taken," he said.

"A security company staff member attended and we are waiting on internal security camera footage from the gym once it is retrieved by a technician.

"The offenders have gone to the fridge where alcohol is stored, which is protected by a large padlock. There wss an unsuccessful attempt to gain entry to the fridge."

Detective Senior Constable Wastell requested that anyone with information about the burglary contact the Warrnambool police station or Crime Stoppers on 1800 333 000.