Police were alerted after the woman, aged in her mid-60s, visited the cemetery on Cameron Street, Wonthaggi, on Tuesday and found the grave had been disturbed.

Constable Gary Wakefield, of Wonthaggi police, said a full exhumation was carried out on Thursday which confirmed the ashes had been stolen.

"The council's gone down yesterday and dug up the site and discovered the box that the ashes were contained in had been damaged and that the ashes weren't at that site," he said.

The man had died in Queensland and his ashes were placed in the grave in February 2014.

Constable Wakefield said the woman had intended on being buried in the grave alongside her husband when she died.

"She's obviously very distressed," he said.

The robbery is thought to have happened sometime between January 23 and January 26.

"It's a very unusual one, not something we come across very often," Constable Wakefield said.

"We're just not sure at this stage what the reasons around someone taking those ashes may be."

Police have asked anyone with information to contact Crime Stoppers on 1800 333 000 or visit www.crimestoppersvic.com.au.