"In Texas we place a very high value on hospitality and football. Tom Brady's jersey has great historical value and is already being called 'the most valuable NFL collectible ever.' It will likely go into the Hall of Fame one day," Lt. Gov. Dan Patrick said in a statement.
"It is important that history does not record that it was stolen in Texas. I've called Colonel Steve McCraw to ask that the Texas Rangers work with the Houston Police Department on this case.
"I'm a Texans and Cowboys fan first, but the unquestionable success of the Super Bowl in Houston last night was a big win for our entire state and I don't want anything to mar that victory. Whoever took this jersey should turn it in. The Texas Rangers are on the trail."
A Houston Police Department spokesman told ESPN that no police report has been filed regarding the missing jersey but the department has been in contact with NFL Security.
"We have been looking into this disappointing matter and will continue to assist law enforcement authorities," an NFL spokesman said Monday.
The Texas Rangers is a division in the Texas Department of Public Safety; it comprises 222 employees (162 Rangers and 62 support personnel) who, according to their website, leads "major incident crime investigations, unsolved crime/serial crime investigations, public corruption and public integrity investigations, officer involved shooting investigations, and border security operations."
Ken Goldin of Goldin Auctions, based in New Jersey, told the New York Post that the jersey could be worth as much as $500,000 or nothing if it is not soon located and authenticated as the jersey Brady wore in the Patriots' epic comeback victory.
"If I could give some legal advice to whoever has this, I'd hire a lawyer, turn it over to that lawyer, see if there's a reward and be happy with it," Goldin told the newspaper.
"This can't be sold publicly right now, because there's nobody who doesn't know this was stolen."
Brady on Monday called the missing jersey an "unfortunate" situation.
"I put it in the bag, and I came out and it wasn't there anymore. It's unfortunate because that's a nice piece of memorabilia," Brady said Monday. "If it shows up on eBay somewhere, someone let me know so I can track that down."
Asked if he planned to give the jersey to his mother, Galynn, who has been battling an undisclosed illness, Brady said Monday: "Those are special ones to keep.
"What can you do? I'll take a ring, and that's good enough for me."
ESPN's Mike Reiss contributed to this report.