The cargo, which was made up of half basic units and half deluxe models, was worth approximately $2.28 million (£1.4 million), according to Eurogamer.
The thieves are said to have used a forklift to fill two semi trucks with 64 pallets of Wii U consoles, something which one police officer described as "straight out of the movies".
"I've been a cop for 28 years, and I've never seen anything like this. This has come straight out of the movies," said Sgt. Cindy West.
"If we don't get any tips ahead of time, it will be the selling of these consoles that will lead to their capture. It's gonna be pretty hard to hide 7,000 Wii game consoles," West added.
The Wii U launched across Europe on November 30, and in North America on November 18. It reportedly sold 400,000 systems in its first week on sale in the UK, and approximately 400,000 in the US.
> Read our review of Nintendo Land
> Read our review of New Super Mario Bros U
Watch a hands-on video with the Wii U below: