Greek police have recovered a work of art by Pablo Picasso and another by Dutch painter Piet Mondrian, both stolen from Greece’s National Gallery in 2012.

Thieves broke into the gallery and snatched Picasso’s 1939 painting, Woman’s Head, donated by the artist in 1949, and Mondrian’s Mill dated 1905.

To mislead the guard, the thieves activated the gallery’s alarm system several times before breaking into the building early in the morning. The guard turned off the alarm, only to spot one of the thieves through a motion detector...