"We think they were not professionals because there was jewellery that was much more expensive in the exhibition case," he added.
Luis Ferreiro of the Musealia company that owns the travelling exhibit said in a statement: "The precious necklace belonged to the Widener family, who were one of the richest families onboard the Titanic in 1912."
He said the piece of jewellery was worth at least 14,000 euros ($A18,000).
However, he said, "it will not be possible (for the thieves) to sell the necklace as it is known internationally".
Plank explained that the necklace had probably been owned by Eleanor Widener, who survived when the "unsinkable" Titanic went down, but rumour had it the chain was found in the pocket of a butler, whose body was fished out of the Atlantic.
Copenhagen's historic attraction park, Tivoli, has offered a $US1000 ($A975) reward for any information leading to the necklace being found.
The Titanic hit an iceberg in the Atlantic Ocean on her maiden voyage from Southampton, southern England, to New York City in April 1912, and sank in just over two-and-a-half hours, killing around 1500 people.
