Six flares were said to have been stolen from a beached boat.
Five were then buried in the sand and one was set off. Police and the coastguard attended and recovered three of the buried flares.
A police spokesman said: "Flares are an essential tool for alerting maritime officials to persons in danger while at sea. They are not toys."
He added: "Officers will continue to search for the missing flares. However, dog walkers, joggers and other beach users should contact police immediately if they come across these items ."