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Axl Rose had more than £130,000 worth of jewellery stolen after a show in Paris on Tuesday night.
The 50-year-old star was playing with Guns n' Roses in the French capital earlier this week, when three gold-and-diamond necklaces were taken from a lounge guarded by Axl's personal security team.
The singer is said to be "fuming" about the incident, which happened during a "private gathering", according to officials.
A Paris police spokesperson announced today that there is an investigation under way. They added that Axl didn't appear to be wearing the necklaces at the time of the theft.
Guns n' Roses are touring Europe throughout the summer months. According to the band's website, their next stop is Monchengladbach in Germany on Friday.
They are also scheduled to return to France and Israel before their tour ends on July 22.
Axl recently turned down an invitation to be inducted into the Rock and Roll Hall of Fame with his former Guns N' Roses band members.
"Time to move on," he said in an open letter. "People get divorced. Life doesn't owe you your own personal happy ending, especially at another's - or in this case, several others' - expense."
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