A spokeswoman for the Metropolitan Police said: "On the morning of Tuesday 24 July officers on Olympic police operations at Wembley Stadium reported that internal security keys, being used by them as part of searches, were missing."
She said fellow officers attended the scene to help look for the keys but nothing was found.
"Detectives also attended to ascertain if there was any evidence of criminal offences," the spokeswoman added. "There's none at this time."
The spokeswoman said that Wembley officials were made aware of the incident and added: "There is absolutely no security concern in relation to the stadium as measures were taken immediately to secure all key areas of the venue."
A spokesman for London 2012 moved to quell any fears that there had been a security breach. "Keys being used by police officers on searches at Wembley Stadium were reported missing on 24 July," he said. "These were internal keys, locks have been changed and the security of the venue has not been compromised in any way."