The singer, 29, is currently expecting her first child with footballer fiancé Andre Gray, who proposed with the emerald and diamond-encrusted gold band in May last year.
The Sun reports that the band, said to be worth £40,000 went missing from her bedroom when she was moving house.
Shocking: Little Mix’s Leigh-Anne Pinnock has been left ‘distraught’ after thieves stole her £40,000 engagement ring from her mansion
The couple have moved from their six-bed Surrey mansion to a more family-friendly home closer to Andre’s Watford FC training base.
Leigh-Anne is said to have kept her gem shut away in the master bedroom, on top of a safe, but it was nowhere to be seen in the midst of the move, prompting fears the thief could have been someone the couple knew.
A friend of Leigh-Anne’s told the publication: ‘Leigh-Anne and Andre are doing all they can to get to the bottom of it, and get their ring back. It’s not about the money – it’s the principle.
‘Leigh-Anne was going mad. She was so upset and furious that someone would do that as well. She doesn’t need the stress.
‘The ring is a symbol of their love, so she was super careful about what she did with it during the move. Leigh-Anne and Andre both feel gutted, properly betrayed, of course you would.’
Engaged: The singer, 29, is currently expecting her first child with footballer fiancé Andre Gray, who proposed with the emerald and diamond-encrusted gold band in May last year
Surrey Police said: ‘Officers were called on May 13 after reports of a theft where an engagement ring was taken.
‘The theft is believed to have taken place between 8am and 6pm. Inquiries remain ongoing.’
MailOnline has contacted Leigh-Anne’s representatives for comment.
Leigh-Anne and Andre sold their luxury Surrey mansion in January, just days after putting it on the market for £4.95 million.
Loss: Leigh-Anne is said to have kept her gem shut away in the master bedroom
The lavish home boasts six bathrooms, five reception rooms, a ‘wellness suite’ and steam room, plus two acres of gardens and grounds.
At the end of May last year, Leigh-Anne announced her engagement to Watford striker Andre as the pair celebrated their fourth anniversary as a couple.
Taking to Instagram following his proposal, the footballer posed alongside his fiancée as she showed off her diamond engagement ring, while adding the caption: ‘Let the caption speak for itself this time… Hasta la muerte.’
Shortly after, Leigh-Anne commented on the news herself, writing: ‘Guys.. wtf has just happened… He bloody did it, and I said yes…
‘I’m marrying my soul-mate, the man of my flipping dreams… I am lost for words, so I think I’m just going to go cry some more @andregray_ I love you so much. My world is literally complete’.
A year on from their engagement, Leigh-Anne and Andre announced they were expecting their first child together.
A friend of Leigh-Anne’s said: ‘Leigh-Anne and Andre are doing all they can to get to the bottom of it, and get their ring back. It’s not about the money – it’s the principle’
She recently praised her footballer partner as her ‘backbone’ and admitted she finds his attitude towards race ‘inspiring’.
She said: ‘Andre is like my backbone. If I didn’t have someone like that through this experience, I don’t know what I would have done…
‘We’ve always had amazing talks about [experiencing racism], from when we’ve met. I love how pro-black he is. It’s inspiring for me.’
The footballer also appeared on her documentary, Leigh-Anne: Race, Pop & Power, which aired on BBC One earlier this month.
In the show, the singer confronted Andre over resurfaced tweets of his from 2012 in which he compared dark-skinned women wearing red lipstick to ‘burnt toast with jam on it’.
Leigh-Anne admitted that she ‘felt sick’ when she saw the tweets, with Andre admitting that there was ‘no excuse’ for his behaviour while saying it was a product of being ‘young and not educated’.
Wow: Leigh-Anne and Andre sold their luxury Surrey mansion in January, just days after putting it on the market for £4.95 million