The man appeared on the BBC show with the artwork, which he said he spotted on a wall in Brighton when he was living there in the 1990s.
He explained that the piece was 'loose' and came off in his hands, and has since remained convinced that it is a genuine Banksy - whose artworks can fetch up to £10 million.
"I used to live in Brighton in the late '90s, early 2000s, and I was walking along the Brighton seafront when I saw it on the Lido," he said.
"It looked loose, I went over, pulled it off basically."
Antiques Roadshow expert Rupert Maas then asked what proof the guest had to show the artwork was definitely a Banksy original.
"I know what it is, I know what year it was, it was around 2004," the man replied.
"I'm basically just trying to get a valuation of it."
Claiming he believed the piece was a legitimate Banksy, saying 'Brighton was hit quite a bit by Banksy when he was down there around that time', he added that he'd previously attempted to get a certificate of authenticity but had been unsuccessful.
Maas explained that the history of the artwork was slightly problematic, warning the guest that Banksy is very 'careful about his brand'.
Maas said: "I think the message is, if you do see a piece of graffiti art out there, leave it for the public.
"I'm not lecturing you, I'm just saying, but without that certificate, it's just very difficult to sell.
"With it, it might be worth £20,000. Without it, you're nowhere. I'm sorry."
Viewers on social media seemed pretty unsympathetic with the man's dilemma, with one tweeting: "Serves you right."
Just watched a guy on Antiques Roadshow get a telling off for stealing a Banksy piece of work (did you know his team won't authenticate it if they think it's been removed illegally?). pic.twitter.com/NUIPZaKwfh
- Tracey (@teetee_abz) October 18, 2020
Another person wrote: "Loving the guy on the Antiques Roadshow getting his a*** handed to him by the expert, after asking for a valuation for a Banksy he nicked off a wall!"
A third added: "Really enjoyed the Antiques Roadshow expert telling the chump who yanked a Banksy off a lido that he should have left it there + that it's consequently not worth anything now."
Others suggested that he should return the artwork to Brighton, so that it can be enjoyed by the general public.
You can watch Sunday's episode of Antiques Roadshow on BBC iPlayer.
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