A vandal who smashed the windows at the Lindt cafe in Sydney's Martin Place overnight may have been captured on security camera damaging the store.

Police are searching for a man, thought to be aged in his 40s, who is believed to have hurled more than five rocks through the windows of the cafe, which was the scene of a deadly siege late last year.

A NSW Police spokeswoman said police were called to a cafe in Martin Place about 12.30am on Wednesday to reports that the premises had been damaged.

Officers arrived to find a number of windows had been smashed, the spokeswoman said.