Thieves are thought to have used a telegraph pole to make a hole in the White Horse Country Club, Westbury, early on Monday before stealing a safe containing around £4,000.
Wiltshire Police are now appealing for witnesses.
The incident took place between midnight and 6am on Monday.
The suspects are believed to have driven a 4x4 vehicle to the rear of the property before making a large hole in the building using the pole.
The suspects then went inside and stole a medium-sized safe which had the money inside.
Police say they may have left the area on Bratton Road.
The safe has now been recovered, along with other items, but the money is still missing.
Anyone with information on this incident is asked to contact Wiltshire Police on 101 or Crimestoppers on 0800 555 111, where information can be left anonymously.