Deputies, crime suppression officers and property crimes investigators responded at 7:58 a.m. to the facility at 601 Seventh St., after a security officer reported a burglary in progress.
According to a news release, police believe the burglars pried open an exterior door. A security officer saw two men walking around the outer ring of the arena before police arrived.
Police secured the building, but the burglars were not found. Nothing appeared to be missing or tampered with inside.