Marilyn Monroe's celluloid legend excited thieves to walk into a London gallery and steal jewellery she once owned.

The diamond-studded gold ring and bangle they took are among the few items of real jewellery possessed by the actress who sang Diamonds are a Girl's Best Friend. Police said they were valued at £40,000. They were stolen on Monday in front of 150 spectators at an exhibition, Marilyn Monroe: Life of a Legend, at the County Hall gallery, which has 250 items of memorabilia and is billed as "the biggest ever exhibition devoted to the ultimate screen icon".

Antonia Spanos, the gallery's head of exhibitions, said two men in smart suits "wandered in quite aggressively without buying tickets, so our staff were alerted".

"It appears that they pushed one of the cabinets, grabbed what they could and ran.

"Some of the artworks in the show were a lot more valuable. But I guess the thieves saw something sparkly and beautiful and grabbed it. They were obviously not art lovers because they didn't know what to head for."

The two men ran out, chased by security guards. Later a man was arrested.

The thieves missed a more valuable item, the dress and jewellery which Monroe wore on her her first date with her second husband, 1940s baseball star Jo DiMaggio.

She gave the gold ring and bangle to her foster sister, Bebe Goddard.

They were on loan from the London auction house Cooper Owen, which was due to sell them in September.

Despite her image as the star who sang in Gentlemen Prefer Blondes "square-cut or pear shape, these rocks don't lose their shape" Monroe owned largely artificial jewellery.

Among her few valuable possessions were an eternity band and pearls given to her by DiMaggio.

The band made $772,000 (£495,000) at a US auction. In 2002 a sale of her other jewellery in London raised only £16,000.

The exhibition, which runs until September 14, includes screenings of several of Monroe's films and photographs and works of art by Andy Warhol, Allan Jones, Peter Blake, Richard Avedon, Milton H Greene, and Henri Cartier-Bresson, among others.