The bags of coal and an amount of loose coal fell onto the A57 Beighton Road at the roundabout near the recycling centre, halting traffic, according to photos shared on social media.
South Yorkshire Police said the force was contacted at 8.38am concerning reports of a stolen van.
As it was being driven away, the van lost its load of coal, which caused disruption to road users.
Eyewitnesses said police arrived at the scene as soon as the incident occurred to clear the coal.
Anyone with information should call South Yorkshire Police on 101 and quote incident number 169 of March 8, 2022.