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Theives broke into the Tring branch of the Natural History Museum sometime around midnight Friday into Saturday and again around 430am on Saturday morning.
Hertfordshire Police believe during the first incident, the offenders gained access to the building through breaking in through the front door, and during the second break-in through a first floor window.
Officers believe that it was during this second visit that the horns, which are replica ivory horns as the originals had previously been removed by the museum, were stolen.
Investigator Kevin Deudon, from Hemel Hempstead police station, who is investigating the incidents told Heart "We are appealing for information to both of these incidents, were you in the Akeman Street area of Tring either prior to or shortly after 12.30am or 4.30am on Saturday morning."
Police are looking for a dark coloured hatchback, possibly an estate car, being driven quickly or suspiciously in the Tring area.