Cops say Kelly's cribs were cleaned out Thanksgiving weekend in back-to-back burglaries, while he was touring in NOLA. Nearly everything was taken ... including furniture, electronics and other property.

Law enforcement sources tell us detectives happened to catch 3 men leaving one of the houses in a van, and brought them in for questioning. They told cops they'd been hired by one of Kelly's associates, Alfonso Walker, to sell everything because Kelly was moving his entire operation to Chicago.

However, Kelly's team told cops Walker was just a part-time employee. Sources tell us cops got a search warrant for Walker's home, and found some of Kelly's property there. We're told he gave cops 3 different stories about how Kelly's gear ended up in his house.

We're told Walker was supposed to turn himself in Tuesday, but no-showed. Police have issued a warrant for his arrest.