Valued at $150,000, the Cartel des Don Juan Tenorio, was taken from the Venus Over Manhattan art gallery.
Police said a man posed as a gallery visitor before removing the painting and fleeing.
The theft was captured on CCTV.
The Venus Over Manhattan Gallery, which only opened its doors for the first time in May, is owned by art collector Adam Lindemann.
The Salvador Dali painting, created in 1949, was part of its first exhibition.
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