Beckham, 39, who is more used to travelling by chauffeur-driven cars, thought her cycle was safe when she chained it up in the street in New York.
She tweeted a picture of her abandoned wheel, with a lock ineffectually securing it to a lamppost.
"So I won't be riding home tonight then!," she wrote.
In a follow up post she showed the police response to the theft with a small NYPD response vehicle at the scene.
"Searching for the missing bike!," she added.
Victoria and her daughter Harper, two, are in New York, while her husband David and their sons are in Britain.