The treasure is worth about one billion euros, according to the Russian RT.
The treasure disappeared after the thieves stole it, after they turned off the power supply before breaking into the museum's window, whose officials once boasted that it was as secure as Fort Knox Castle, the main treasury of gold reserves in the United States.
After the storm, the thieves stole jewelry, diamonds and precious stones worth hundreds of millions of euros.
A fire broke out on a bridge near the museum, and the fire is believed to be linked to a power outage, while thieves fled in a limousine.
The museum dates back to 1723 and was rebuilt after World War II.