The tiny 'Nymphaea Thermarum' was stolen on Thursday from the Princess of Wales Conservatory, a giant glass house at the gardens in the southwest of the capital, a Scotland Yard statement said.
"Officers have been informed that the plant would have had to have been dug, or pulled up, from a shallow water lily pond," the force said.
Richard Barley, director of horticulture at Kew Gardens, said the theft was a "blow to morale" of his staff who are "dedicated to the conservation of plants".
The white and yellow lily has pads just one centimetre (0.39 inches) in diameter, compared to three metres (9.8 feet) for the largest water lily species.
The flower was discovered in 1987 and is native to just one location, Mashyuza in southwest Rwanda, but disappeared from the site two years ago due to over-exploitation of a hot spring, according to Kew.
It now longer exists in the wild and Kew has the world's largest remaining cultivated collection, with 50 examples.
