They were playing at Belgrave Music Hall and Canteen when the Splitter van was stolen from a car park near the venue.
The three-piece were playing between 8pm and 11pm before realising their van was missing on Wednesday, February 19.
Equipment and instruments had not been put back in the van yet however the band members lost passports, bags and other items.
The trio - which consists of Leo Wyndham, Matt Hodges and Rupert Turner - issued a plea for information on social media.
“We had passports, bags and other important things in there. Luckily no equipment was in the van yet.
“But if anyone has seen anything or knows anything - or seen our van (number plate CK63NLL) driving around please get in contact. Very sad and disappointing that this has happened.
“But thank you again to the lovely people in the audience for making it so special.”
"It is believed the theft took place between 4.30pm and 11.40pm and anyone who saw what happened of has information is asked to contact Leeds District Police on 101 referencing crime number 13190094376.”
The band released their debut album “So Long Forever” in 2016 and are currently touring the country.