Police have sealed the border and have launched frenetic efforts to recover the statue of the monk, who finds mention in various Buddhist texts.
Senior police officials rushed to the site on Friday to investigate the matter while Culture and Tourism Minister Brijmohan Agrawal expressed shock over the incident.
Archaeologists had recovered the statue in May this year and had described the find as a rare achievement. The excavation team, led by Arun Kumar Sharma, said that it was the first time that a full-size image of Haritika had been found in Asia.
Haritika used to abduct and kill children and was converted by the Buddha himself who kidnapped her child.
The Chhattisgarh government had last month said it would send a proposal to the central government to press for Sirpur's inclusion in the world heritage list.