The Venus Over Manhattan gallery had received an email with an express mail tracking number indicating the 11 x 14 drawing, named "Cartel de Don Juan Tenorio," had been mailed from Greece back to New York, said owner Adam Lindemann.
The $150,000 drawing was intercepted at New York's JFK airport on Friday before it could go through customs after police tipped off the U.S. Postal Inspection Service.
"This idea someone would steal something and send it back its nonsensical. Why would anyone take something and then send it back? We haven't completed the condition report on the piece that was sent back from Greece but it's all very weird," Lindemann said.
Authorities have speculated it was not possible for the person to sell the drawing, so they simply returned it.
The artwork was stolen from the Venus Over Manhattan gallery on New York's Upper East Side on June 19.
Despite a security guard being present, a man in a checkered shirt managed to put the drawing in a shopping bag and walk out of the gallery undetected around 4 p.m.
"We had him on tape and I don't know why the security guard didn't notice it. He was in the gallery for 14 minutes," Lindemann said.
Lindemann said he is just glad to have it back for the final day of the show.
"[The return]added an unpredictable, surreal, decadent and delinquent act to finish the show," he said.