The former Gavin & Stacey star is currently appearing alongside Miller in a production of Flare Path at the Theatre Royal Haymarket.
She was targeted by thieves after she left the venue following a recent performance and attacked at a bus stop in the city's busy Piccadilly Circus, according to Britain's Mail on Sunday.
The muggers are believed to have snatched her cell phone from her hand. An eye witness tells the publication, "I noticed three lads in their 20s standing on some steps a little back from the main group of people at the bus stop... I suddenly heard a thump... I looked around and the bloke (man) in the tracksuit ran through a number of people and grabbed a phone from a woman waiting at the bus stop. It was over in a second - she never had time to react... She walked past me towards where the man had run off and I could see it was Sheridan Smith. She was obviously shocked and pale...
"I could see that she was crying. Some people at the bus stop tried to console her. A man put his arm around her - she was terribly upset."
It is not known if the alleged incident was reported to the police.