In one of Europe's biggest art thefts, a burglar stole seven artworks by major artists including Henri Matisse, Pablo Picasso and Claude Monet—collectively valued by dealers at more than $25 million—from an art museum in Rotterdam early Tuesday.

The Rotterdam police, who are heading the investigation, said the "well prepared" burglar broke into the glassy Kunsthal Rotterdam around 3 a.m., circumvented the museum's electronic security system and carried out a group of paintings...