A New Zealand fan's been accused of briefly stealing the coveted Anzac Cup won by the Australian Rugby League team in Brisbane last night.

Three 25-year-old New Zealand men gatecrashed the Kangaroos's after-match party but walked out when they were asked to leave.

Police say they returned at around 1.40 am (AEST) and one of the men grabbed the Anzac Cup trophy and ran off.

The two other men were held at the venue.

Police say they later found the trophy in the awning of a city building after the man who nabbed it told them where it was.