The theft, which allegedly took place at the Oslo police headquarters during the night of August 23, was immediately reported, but was never revealed to Breivik's lawyers or others in the case.
Breivik's defence lawyer Geir Lippestad said that he had never learned of the theft.
"This is new to us," he said. "We are strongly opposed to any secrecy and would have expected that we, as defenders, would have been informed if a 42-page interrogation of our client had been stolen," he told the newspaper.
According to the newspaper, the stolen document was a 42-page transcript of an interrogation of Breivik which took place on August 9 and August 10.
In the interview, among other things, Breivik explained how he had planned to decapitate Norway's former Prime Minister Gro Harlem Brundtland with a bayonet, recording the event on a digital camera and posting it on the internet.