It happened at Atlanta Fire Station No. 2 off Jonesboro Road in southeast Atlanta at around 2 a.m.
Police said the vehicles were "forcibly" broken into and had window damage. They said one personal item belonging to a firefighter was stolen.
Officers canvassed the area to investigate how the suspects made entry to the area where the cars were parked and dusted the cars for fingerprints.
They said the investigation is ongoing.