Thieves entered the dig at Old Maltongate and removed a skull from the site, which had been partially covered.
The theft happened overnight on Wednesday May 9, but police only released details today (June 18).
Officers are appealing for information about the theft, and in particular the identity of two men who were seen at the site on Friday May 11.
The men, who asked questions about the dig and took photographs, were seen driving a small white van with a registration similar to YO56 UZN.
A spokesman for North Yorkshire Police said: "Our region was once at the heart of the Roman Empire in Britain, with a major provincial capital at Eboracum, now York, and an auxiliary fort and civilian settlement at Derventio Brigantum, now Malton.
"That rich history and cultural heritage is part of the reason why it's such an attractive place to live and visit today.
"Heritage crime damages those historical assets, and the cost to our communities is often immeasurable. Our rural taskforce is continually working with partner agencies and the wider community to protect such sites, so that others can continue to enjoy them for many years to come."
Anyone with information is asked to contact North Yorkshire Police on 101, select option 2, and ask for PC Mark Atkinson, of North Yorkshire Police's rural taskforce, quoting North Yorkshire Police reference number 12180082130.
Or call independent charity Crimestoppers anonymously on 0800 555 111.