Border cyclist Marty Cross, who rode across Australia, has been rocked after his bike was stolen

He had parked the Norco Search outside a pilates studio in South Albury on Monday evening while he took a class.

"I walked in about 6.25pm and then walked out at 7.20pm and it was gone in that time," Mr Cross said.

"I couldn't believe it and I looked straightaway to where it had been and said to my wife 'my bike is stolen'.

"I feel gutted."

Mr Cross had the bike fitted out to ride from Fremantle to Sydney in the Indian Pacific Wheel Race over March-April this year.

He raised $10,000 for children's charities Camp Quality and Compassion as part of his journey.

The bike was unchained behind a 1.8-metre high metal fence at Reach Pilates, on the corner of Ebden and Townsend streets.

"I've been going there for five months and left it out there and because of where it was positioned I felt it was safe and it's not as though it's a high traffic area with thousands of people walking past," Mr Cross said.

"You have to have a good look to see it from the road because of the plants, it's the same colour as the plants, it's army green."

Mr Cross' wife Nat said the theft was very disheartening and hurt given what her husband had done with the two-wheeler.

"We feel quite emotional because of what he achieved on that bike," Mrs Cross said.

"It's not even the financial cost, which is significant enough, it's what he achieved and what he did.

"When you're on it every day it's more than just a bike, that might sound stupid, but not many can say they've ridden across Australia and that's what he did."

Mr Cross echoed his wife's sentiments and said he planned to undertake further long haul rides on the bike which he said was worth around $8000.

"Yes everything can be replaced but when you're doing things like that (riding across Australia), it's a pretty special bike," he said.

The North Albury premiership footballer turned 50 in January and the transcontinental ride had been a physical challenge he set himself.

His message for the thief is pretty simple.

"I'd just like him to give it back," Mr Cross said.

"If I got the bike back I would be extremely happy.

"I don't know his reason for doing it, but I'd just like my bike back.

"I would also just like him to have a think about how he would feel if someone pinched something that was special to him."

The theft has been reported to Albury and Wodonga police and anyone with any information should contact them.