The 47-year-old left her car for four hours but when she returned it was missing, reported Sun Online.
Hurley is said to have reported the theft to police who said, "There have been no arrests and our enquiries continue."
The actress was pictured parking the vehicle at lunchtime on Thursday before the crime was committed. Hurley was dressed in a pair of black trousers and a white padded jacket with a furry hood.
The actress has recently returned from a trip to Australia to spend time with her fiance Shane Warne and has had a spot of bad luck since arriving home.
Hurley recently said that her Labrador dogs, Lucy and Raj, had fallen ill with suspected food poisoning and she was very worried about them.
"Home Sweet Home. Wonderful to be back but two of my dogs have been seriously ill for the last 48 hours. Vet thinks poison. Horrific," she tweeted.
