The ornaments, worth lakhs of rupees, went missing from the idol of Durga Mata installed in Durga Nag temple during the intervening night, they said.
A case has been registered and investigations have started.
Meanwhile, All Parties Migrants Coordination Committee (APMCC) has demanded the constitution of a Special Investigation Team (SIT) to probe the matter.
"If the SIT is not constituted, we will launch an agitation as it is not a matter of just ornaments but our faith," APMCC chairman Vinod Pandit told reporters.