Well, I re-read my source and it turns out it isn't quite as I remembered it:
"A person must report the loss or theft of any firearm to the local police department within 72 hours of when such person discovered or should have discovered the loss or theft. Any person who fails to make the required report within the required time period shall commit an infraction and be fined not more than $90.00 for a first offense and be guilty of a class D felony for any subsequent offense."
The key is reporting it within 72 hours "of when you should have discovered it", which I'm sure you'd be able to do under most circumstances. That's from the NRA summary of firearms laws for CT, by the way.