Two masked robbers on Sunday forced an employee at the Munch Museum in Oslo to take down the painting and another important work, Madonna, at gunpoint. They escaped from the scene in a car driven by a third man.
The pictures, worth millions of dollars, were cut from their frames which were found discarded and broken later in another part of the city.
"A female employee of the museum was threatened with a handgun and forced to take down two pictures," Hilde Walsoe, chief inspector at Oslo police station, said.
Police cordoned off the area, informed Interpol and alerted airports and border crossings in the hunt to track down the thieves who snatched the Munch masterpieces. A helicopter hovered around the area in search of clues to the getaway.
Art experts said Munch produced four versions of The Scream. The stolen version consists of tempera and pastel on board.
Another and perhaps better-known version of The Scream was stolen from Norway's National Gallery in a break-in in February 1994, on the opening day of the Winter Olympics in Lillehammer.
A ransom was refused by the government, but the picture was retrieved several months later and remains in that gallery.
"A female employee of the museum was threatened with a handgun and forced to take down two pictures"
Oslo police station
The other two versions are in storage at the Munch Museum.
Munch, who lived from 1863 to 1944 and who was a founder of modern expressionism, made several copies of his key works, including The Scream.
In the foreground of the picture, on a road with railings, is a figure hands raised to his head, eyes staring, mouth agape.
A seminal expressionist picture, art experts say it symbolises modern man seized by an attack of anguish. A black and white poster version of the image became a best-seller worldwide.