Staff noticed the 1.5m tall robot was missing after the show closed on its
opening day in Guadalajara on Friday.
The Australian show based on the BBC series has toured worldwide and been
seen by more than four million people.
"Only in Mexico! How it happened we don't know," said the show's spokesman,
It is the first time an exhibit has been stolen from the show, she added.
The theft did not stop the show going ahead.
"Everything went on as usual," said Ms Arroyo.
She said the stolen robot was the least expensive from the show - some
measure up to 13m and cost up to 1m Australian dollars.
The show originated in Australia, where it first opened in Sydney's Acer
Arena in January 2007.
Ten species are represented from the 200 million-year reign of the
dinosaurs. The show includes the Tyrannosaurus rex and the Stegosaurus.
The UK tour sold more than 500,000 tickets earlier this year and has now
moved to Europe.
The Walking With Dinosaurs TV series, which used animatronics and computer
graphics to portray the prehistoric animals, was broadcast 10 years ago.
The series took two years to make.