Thieves took a van containing the books from a trading estate in Newton-le-Willows, Merseyside.
Still searching
The van was later found abandoned but the books were all gone.
Police are still searching for the goods.
But in the meantime, they've issued a warning to people that they could be in big trouble if they buy or sell any of the stolen copies.
JK Rowling knows about the crime and is being kept fully informed of all developments, her agents said.
'Spoil the excitement'
A spokesperson for JK told Newsround Online: "We hope that nobody will spoil the excitement for all Harry Potter fans who are looking forward to reading the book "
The long-awaited Order of the Phoenix is released at midnight on Friday.
Recently, a man was convicted of stealing a copy of the book - he worked at the printers where OOTP was being made.
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