The pastor told ABC11 he believes someone stole the statue sometime Thursday.
The loss is especially saddening for the family of 78-year-old Evelyn Beal. She and husband Frederick tied the knot in the church in 1948. They had eight children and were married for 60 years.
Evelyn loved Christmas, and when she passed away two years ago, her family collected $2,000 to purchase the nativity scene in her memory.
"We just thought this was a symbol of her to show her love to the community," explained daughter Annette Starling.
The symbol was simple: a complete nativity scene including the stable, the manger, and statues.
"Her friends gave money. People we work with gave money and that's where the money came from to buy this. So, it's not just something that the family bought. It's people that loved her. Cause she loved people," said Starling.
In addition to the theft of the Jesus statue, a donkey statue next to the manger is also missing.
"It's just unbelievable. Back in our minds, we knew this could happen because we've heard it happening. But out in this community, we never thought anyone would do this," offered daughter Tammy Clowes.
The family say the ideal situation would be for whomever took baby Jesus to bring him back and put him back in the cradle.
If that doesn't happen, authorities want anyone with information about the theft to give them a call.