The works, stolen on Sunday night, were The Quack by Jan Steen, The Musicians by Cornelis Bega, Drinking Bout by Cornelis Dusart and two by Adriaan van Ostade, The Quack and The Happy Drinker.
The thieves struck the museum - a converted 17th Century alms house - after forcing open a window.
Police arrived on the scene about five minutes after the museum's burglar alarm sounded but the intruders had already escaped, a police spokesman said.
A sixth painting had been taken off the wall but was left behind.
Police have so far declined to give any information about the investigation, which is being led by a team of eight detectives.
The well-known works were an important part of a new exhibition about life in and around Haarlem.
Michel Kersten, the museum director, described the theft as "an extraordinarily great loss to the museum".
He said the burglary was the work of professional thieves - but that the paintings were so well-known it would be difficult to dispose of them.
Choice
"It was a very focused burglary. They knew what they wanted," he said.
The selection of paintings suggested a deliberate choice, possibly at the request of a collector, said the director.
"My personal view is that it is a very specific preference," he said.
"These paintings are known and it is very difficult to sell them."
The Frans Hals Museum, named after the 17th Century Dutch painter, has a large collection of his paintings, as well as others who portrayed everyday life in the Netherlands in the 17th Century.