They carried away an estimated €9 million ($11million) worth of jewels, according to media reports.
The robbery was committed at about midnight at the Avalon toll booth on the A6 motorway, about 200 km southeast of Paris.
In the course of the heist no one was injured, the local prosecutor from Auxerre city told AFP.
Police took measures to try to capture the thieves, establishing a perimeter air support around the scene of crime.