The trombone, which was stolen on January 1, was anonymously handed in to police on Wednesday.

The instrument, which costs about $8900 and belonged to freelance musician Colin Burrows, was taken from a locker room at the Opera House on New Year's Day.

"The case is still under investigation but what we can say is that the trombone was handed to us on March 4," Sydney City police station duty officer, Peter Vromans, said.

Police said the trombone was stolen between 2.40am and 2.50am on January 1 and have released several photos of a man who might be able to "assist with inquiries".

Mr Burrows has identified the trombone and said he was relieved at its return.

"The value of the trombone would have cost $10,000 in the end as I would have to go to America to get a new one," Mr Burrows said.

"And this one was distinct because it had some particular nerdy things done on it - bracing, extra strings - making it one of a kind."

The trombone was stolen after Mr Burrows performed at a New Year's Eve gala concert staged by Opera Australia. He was at a private staff party in the Opera House's Green Room when the theft happened.

"Somebody has walked all the way through the main warm-up room under the Concert Hall stage to a locker room to take it," he said on Facebook. "My suit bag with my tails and my shoes and my practice mute are all still there."

Mr Burrows said police still have custody of the trombone and are keeping it for fingerprinting.

"They said they are confident of getting the guy. Hopefully I will get it back on Monday."

Mr Burrows said mainstream and social media were responsible for expediting the return of his instrument, but has expressed his dismay about the security at the Sydney Opera House and its refusal to compensate him for theft.

"The Opera House never once formally apologised for what happened due to the security breach or offered any assistance with insurance," he said.

Mr Burrows said security footage showed an Opera House staff member showing the thieves how to exit the building, although there is no suggestion the employee was involved in the theft.