Law enforcement sources tell TMZ ... a group of burglars smashed a window to the actress/comedian's Los Angeles-area home last week while she was out of town.

Our sources say the thieves made off with $200k worth of jewelry. One of Lena's staff discovered the break-in after coming to the home the following day and finding the front door unlocked.

Lena, best known as Denise from "Master of None" and creator of "The Chi," isn't alone ... several other stars have fallen victim to similar crimes in the past couple months.

Burglars in ski masks smashed one of Keanu Reeves' windows and entered his home in early December, and "Entourage" star Kevin Connolly's house was given similar treatment on Christmas Eve.

Model Abigail Ratchford might've endured the most terrifying situation of all ... actually being in the upstairs bedroom when someone broke in.