Reports in state media say the 7-month-old cub escaped its chains and cage and fell onto a parking lot on 18 February, the lunar new year eve and start of a two-week period where people set off fireworks in the streets.
Some reports say it was being kept illegally in the building in Pingdu city in Shandong province after the owner had agreed to raise it for a park.
An officer from Pingdu municipal forestry bureau said Thursday the case was under investigation. She gave only her surname, Dai.
Chinese set off many fireworks on streets to mark the festive period and to ward off bad spirits.