The FBI arrested a suspect, 24-year-old Michael Rohana, last week, saying he stole the ancient statue's thumb after sneaking into the terra-cotta warrior exhibit at Philadelphia's Franklin Institute during a "science after-hours event".
Chinese authorities have also demanded compensation for the $4.5 million statute.
He was allegedly caught on camera taking a selfie with his arm draped over the shoulder of one of the statues and then snapping the thumb off one of the priceless statues, known as "The Cavalryman".
The museum noticed its disappearance weeks later on January 8.
Rohana took the agent upstairs and showed him the missing thumb, which he pulled out of his desk drawer, the affidavit said. An official from the Shaanxi Cultural Heritage Promotion Centre, the agency that arranged for the loan of the statues, seeks a "severe penalty" for the perpetrator, according to the South China Morning Post.
The centre said it had lent statues over the last 40 years without incident. "This sort of nasty incident has never happened", Mr Wu told state media.
"We ask that the USA severely punish the perpetrator. We have lodged a serious protest with them". The institute has been working with the Federal Bureau of Investigation and the United States Attorney's Office to ensure that justice for the individual responsible is served.
The statues were discovered in Chinas Xian city in 1974 by a group of Chinese farmers. They were built by Chinese Emperor Quin Shi Huang, who died in 210 BCE and believed they'd serve as protection in the afterlife.
Another group of 10 terracotta warriors are now on display at the World Museum in Liverpool.
"There is no protection? How come the sculptures in Philadelphia are not displayed inside glass cases?" one user on Weibo said.
The department has sent a notice to the museum informing its decision to dispatch two experts to fix the Terracotta warrior statue, it said.
"We call on the American side to severely punish the person who committed this destruction and theft of mankind's cultural heritage", an unidentified official told the newspaper, adding that two experts would be sent to the U.S.to fix the thumb.
"Now we only have video and image materials".