The Lethal Weapon 2 star - previously married to Oasis frontman Liam Gallagher and Simple Minds singer Jim Kerr - was not at home when burglars raided the property in Archway, north London, in October (09) and made off with her $17,600 (£11,000) Mini Cooper.
Police suspect the intruder reached through the house's letterbox and unlocked the door from the inside.
The car was reportedly recovered three days later, fitted with false registration plates.
A police spokesperson confirmed the news to British newspaper the Evening Standard: "Police are investigating a burglary and car theft which took place between 7.15pm on 13 October and 12pm on 14 October. Members of the public are reminded not to leave either house or car keys within reach of letterboxes as this is a method frequently used by burglars."