Officers were called out to Sacred Heart Catholic Church at 2760 Larimer St. on Sunday morning.
Parishioners walked into the church to find damage to the historic sanctuary.
They said someone at the church saw a man throwing things at the stained glass windows on Saturday night.
"Oh, it's just heartbreaking," 30-year church member Liz Ruby said. "This is a 135-year-old church. The statue was over 100 years old. This has been our family. This is my family. It breaks my heart. It's really sad to see."
Four broken stained-glass windows surround the sanctuary.
"We always look up at her and she's not there," longtime parishioner Esmerelda Martinez said.
The vandal also broke three large religious statues, including Our Lady of Guadalupe missing from her perch on a wall.
"We come to our Lady of Guadalupe and kneel and pray. And for her not to be here today is something very, very uncomfortable for us," Martinez said.
She has been coming to Sacred Heart since she was 8.
“You would believe it's peaceful and very safe. I don't know what kind of person wants to do this in a church," she said.
It's unknown if the surveillance camera caught the suspect in the act. Members said someone saw him -- but he got away.
"It was a male, started grabbing things and throwing them at windows and our statues," Martinez said.
Now they're left wondering how they will repair damage to statues that are irreplaceable and stained glass that has withstood decades of time.
"There are sick people in the world. I don't understand," Ruby said.