A POLICE gun, baton and ammunition was stolen from an unmarked police car in June, probably while it was parked at a shopping centre near police headquarters.

Police are conducting an internal inquiry into the theft, which the Herald understands will investigate how a police officer came to be using the car with a gun inside. The gun and other items were retrieved from a Glenfield house last week and a 29-year-old man was arrested and charged.

Police say the unmarked Ford Falcon was parked in the basement of police headquarters in Parramatta at 7.30am on June 12. At midday a police officer parked the vehicle in the Westfield shopping centre, returning at 1pm.

According to a police statement, someone broke into the car with a screwdriver or similar implement, and stole a black Samsonite bag containing a record of police appointments.

David Annabel, 29, is facing five charges, including receiving stolen property, possessing an unauthorised weapon, pistol and ammunition.

When police searched his home they found $22,800 in cash and, in the eaves of his garage, a self-loading Glock pistol and pistol holster, two ammunition magazines with 25 rounds of ammunition, handcuffs, and an extendable police baton.

Annabel said he had bought the items for $1500 from a man he could not identify. He had been told the pistol was clean - meaning it had never been used in a crime - but he only realised it was a police-issue pistol after he had bought it.

A yellow reflective police vest and one round of ammunition have not been recovered. Annabel was granted bail and will reappear next month.