Brady told reporters he took the jersey off in the New England dressing room on Sunday night in Houston after the Patriots’ epic 34-28 overtime win.

“The jersey, I put it in my bag and I came out and it wasn’t there anymore,” Brady told reporters on Monday at a press conference.

“Those are pretty special ones to keep. What can you do?”

“I’ll take the ring and that’s good enough for me.

“It’s unfortunate because that’s a nice piece of memorabilia. If it ends up on eBay, let me know.”

But if the jersey is not located soon it could be worth nothing according to Ken Goldin of Goldin Auctions in New Jersey.

“I would say it’s worth somewhere north of $US300,000 and maybe closer to a half-million dollars — but that’s based on it not being stolen and being free of any incumbrances, liens or other claims,” Goldin told the New York Post.

“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.

“This can’t be sold publicly right now, because there’s nobody who doesn’t know this was stolen.”

Texas Rangers law enforcement is working with police officials to track down the jersey.  

"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," Lieutenant Governor of Texas Dan Patrick said. 

"Whoever took this jersey should turn it in. The Texas Rangers are on the trail."