Lily Collins is the latest celeb to fall victim to a major theft ... cops say she had high-end jewelry and other goodies swiped during what was supposed to be a calming trip to the spa.

Law enforcement sources tell TMZ ... the "Emily in Paris" actress was at a West Hollywood hotel over the weekend and secured her belongings -- including her wedding band, engagement ring, and some electronics -- at the spa before going to enjoy some relaxation.

We're told she came out singing a completely different tune, once she found all of her stuff was gone!

L.A. County Sheriff's deputies are currently investigating, and we're told there was no sign of forced entry where Lily stored her belongings.

We're told cops are now looking over the building's security footage for leads.

The theft is classified as "over $10,000," as you'd imagine since the thief made off with Lily's wedding rings. So far, no arrests have been made.

There's been a handful of L.A.-based celebs burglarized, this year alone -- as we reported, cops pulled up to Drake's pad in January after a man took off with something from inside his home.

LAFC star Kellyn Acosta had his house broken into in February, losing out on a few watches -- and Miles Teller's place was ransacked that same month.

The loss for Lily -- Phil Collins' daughter, if ya didn't know -- is particularly tough, considering the sentimental value of her engagement ring. Anyone with info is asked to call the L.A. County Sheriff's Office.

We've seen some celebs opt for leaving their expensive jewelry and watches at home in the current environment.