Video showed the parrot being taken after the suspect asked to see an African Grey parrot at Birds by Joe 2.
Police say the clerk put the parrot in a cage to show the man, but then he grabbed the cage and ran out of the store.
"He asks all the right questions," the Birds by Joe 2 owner told Eyewitness News. "He appeared to be very sincere. I hope and pray somebody knows that the bird is okay or to just bring it back."
The parrot is valued at around $7,000.
According to zoo officials, African Grey parrots are among the most illegally trafficked birds in the world.
Anyone with information is asked to call police at 201-587-2940.
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