Victims were asked to speak to neighbours, check CCTV footage and look at online auction sites to see if their stolen property was being resold in some areas, a report by Her Majesty's Inspectorate of Constabulary (HMIC) said.
"It's not the fault of the individual staff, it's a mindset thing that's crept in to policing to say 'we've almost given up'," Roger Baker, who led the inspection for the report.
HMIC looked at all 43 police forces to see how they dealt with crime prevention and investigation.
Adam Pemberton of Victim Support, a charity which supports people who have experienced crime, said: "It is totally unacceptable for victims to have to investigate their own case as it could put them at risk of further harm and they may miss vital evidence which could allow offenders to evade justice.