The incident, which happened in the early hours of Tuesday morning, was caught on CCTV at Jungle Boogie in Codsall.
One man wearing a hood and mask broke into the centre by smashing through a window.
After breaking the window at around 12.15am, the man tried the door handle, but after that didn't work, he smashed more glass to allow him to climb through.
Thankfully the damage caused to the premises has not forced it to close, with visitors using an alternative door on Tuesday.
Rebecca Critchlow, the owner of the centre, was not supposed to be working today, but came in to deal with the issue.
She said: "We were told by one of our regulars who was walking their dog early this morning.
"She told me at 6.30am this morning that our window had been smashed.
"One person has smashed the window, tried the door handle but couldn't get in, so smashed more glass and got through that way.
"They checked the till, took our charity box, a pack of crisps and a drink out of the drinks fridge, then climbed back out the window."
The stolen charity box had been collecting for Birmingham Children's Hospital, and the area has asked for anyone with any spare pennies to help them start raising again if they can.
CCTV images of the incident show a man wearing a hood and mask entering the premises.
The damage caused will be repaired soon, with measurements for a new glass pane taken today.
The area is run by mothers and designed in a way that allows younger children to navigate the play frame, whilst still being visible to their carer from outside of the equipment.
Siouxie Davis commented on social media: "Shocking, absolutely shocking. To rob a child's soft play is pretty low."
A spokeswoman Staffordshire Police said: "We were called at 8.10am this morning to a report of a burglary at premises on Church St, Codsall.
"A charity box and confectionary goods were taken.
"It is believed that the break-in took place at around 12.15am.
"Any witnesses or anyone with any information can contact police quoting incident 162 of 17 May."