Information stored on USB portable hard drives has been stolen from a high-security area at the base of the Service Personnel and Veterans Agency at RAF Innsworth, Gloucester.
The agency provides support services for around 900,000 serving and ex-service personnel. It is unclear how many people are affected by the theft.
The Ministry of Defence admits three disk drives were taken from the high security area of the base. MoD Police and Gloucestershire Police are investigating the theft.
Andrew Clarke, international senior vice-president at data security firm Lumension Security, said, "The fact that data has been stolen from a high security area demonstrates that data held on a device, no matter what physical security measures it has been subject to, can make its way out of an organisation.
"In this case, the USB portable hard disk drives will not have fitted easily into the pocket of the thief. Considering that USB hard drives are the size of small shoe boxes, it is likely that the thief will have had a reason for being inside the organisation."