The Grounds pets Kevin Bacon and Bradley the lamb found in country Victoria

Three weeks after a pet pig and lamb were stolen from their home at a Sydney cafe during a midnight raid, the animals have turned up more than 500 kilometres away at an animal sanctuary in country Victoria.

Mystery still surrounds what happened to Kevin Bacon and Bradley the lamb during their ordeal, but the general manager of The Grounds of Alexandria said he was relieved the much-loved pair had been found.

Kevin was recovering from an infection and was suffering from anxiety but he was receiving veterinary treatment at a clinic in Orbost in East Gippsland in Victoria, general manager Michael Gebran said. Bradley was in good health.

The owner of an animal sanctuary in the town of Goongerah, in East Gippsland, contacted the cafe owners on Friday to say a pig and a lamb had been dropped off at her property on October 16.

The animals had since been identified as Kevin and Bradley, the resident pets at The Grounds, who had been microchipped.

Mr Gebran said some unidentified people had dropped off Kevin and Bradley at the animal shelter with some specific instructions.

"[The animal shelter owner] said these animals were given to her as they needed protection and to be in a place where they won't be eaten," Mr Gebran said.

"I think it was some random people obviously passing through who know that the area is known for being an animal shelter. I mean, it's one thing if an animal needs rescuing, but to actually steal animals from their home ... "

Mr Gebran said Kevin initially had a high temperature and was pale and extremely weak, but he appeared to be recovering well at a veterinary clinic in Orbost.

"If we had seen him, we would have known that something was wrong with him because he is usually a very bubbly animal. You call him and he comes running to you. Obviously he was out of his comfort zone," he said.

"Our main concern right now is that they're OK and we just want to get them back. The response has been overwhelming."

The pets, which could return to Sydney later this week, had been stolen from the Alexandria cafe on October 7 during a night-time robbery.

Two women and a man were captured on CCTV camera entering the cafe's grounds at 12.57am and stealing the animals, which were popular among parents and children who visited the cafe.

The thieves, who were filmed walking around The Grounds with torches, were believed to have led Kevin and Bradley through the car park and into a car on Huntley Street before driving away.

The cafe put out a call out on social media for people to keep an eye out for for Bradley and Kevin, while also offering a $7000 reward for any information leading to their return.

News that the pair had been found was greeted with enthusiasm on social media.

"I hope the thieves will think twice before doing anything as baaaaaad as this again," wrote Alexander Batson on Facebook.

NSW Police said they were investigating the theft with the help of Victoria Police.

Anyone with information about the robbery has been urged to contact Redfern police or Crime Stoppers on 1800 333 000.