The man apparently paid his bill using a credit card and then picked up the ceramic statue and simply walked out.
Witnesses say the man then went into an elevator with a woman who asked him what he was carrying.
The man told the woman he was carrying a statue that he took from the restaurant.
The woman asked if she could take a picture of him and the pig.
The man agreed to the photo not knowing the woman was friends with an employee at the restaurant and the mystery of the stolen pig was born.
The pig was given to the restaurant's owner, Tasso Teftsis, as a gift from an employee a couple of years ago for his 50th birthday.
"I guess I should have glued it down, if I thought somebody was going to take it," Teftsis said. "I don't know where he got it from but it was like wherever he got it he knew it was the perfect present for me."
The pig used to be on a counter in the restaurant holding a chalkboard sign welcoming diners. Workers loved it and so did customers.
"He's always there. People play with him and his little sign that says, 'Welcome to Red Smoke,'" said manager Chanda Ladd.
Workers are hoping the man brings the pig back to the counter where he belongs.
"We are looking for a pig that's about 2 feet high, I would say about 30 pounds. It's got a little chef's hat on it," the owner said.
They just want the pig back.
"Give the pig back to us. You know, no charges pressed. Just bring the pig back so he can hang out on the counter like he has been," said Ladd.