The station alarm went off in the early hours of Sunday, British Transport Police said today (Tuesday).
It is unclear whether anything was stolen from the station but investigations are ongoing with CCTV footage being studied.
Detective Sergeant Tony Gittins said: “We received the report at 7am that the alarm was sounding at the station.
“Colleagues from Thames Valley Police also attended, and, upon arrival, we discovered that the booking office and station café had been broken into with damage caused to both.
“We are currently looking at CCTV and forensic opportunities in the area, and are also making local enquiries and speaking to witnesses.”
Contact British Transport Police on free number 0800 40 50 40 quoting incident reference 87 of 02/06/2013.
Alternatively, call Crimestoppers anonymously on 0800 555 111.