Detectives are investigating the theft of 10 expensive pieces, many of which were from luxury brand Cartier, at her property in Manhattan's West Village, reported New York Daily News.
The 51-year-old star was filming the "Carrie" remake in Canada during the weeks when the theft occurred.
Moore had kept the kitty of jewels in an unsecure spot inside her five-story brownstone, the police source said.
No arrests have been made, though cops are questioning workers who were hired to do interior renovations and plumbing inside the posh pad, the source said.