Lindsay Lohan is at the centre of a London police investigation in connection with the theft of jewellery from a magazine photoshoot.

The actress was in the English capital recently, when she posed for an upcoming spread in fashion glossy Elle, according to sources.

Website HolyMoly.com claims the actress kept asking about the gems on loan for the shoot - and then allegedly left with them.

An insider tells the website, "She kept going on about the jewels, asking if she could have them. We all thought she was joking."

The jewellers realized the $45,000 worth of bling was missing after the shoot and contacted magazine bosses, who insisted they had no knowledge of what had become of the gems.

The editors and jewellers then spent two weeks trying to get a response from the Mean Girls actress, but she reportedly left the U.K. last week without getting back to them.

According to the website, the matter was handed over to British police late last week.

This isn't the first time Lohan has been linked with stolen goods - Louis Vuitton bosses reportedly refuse to deal with her anymore after she repeatedly nabbed stuff from their shoots, and the actress was caught up in a fur coat fracas after allegedly taking home a Russian student's $11,000 mink from a New York club last year.

The coat’s rightful owner, Masha Markova, claimed Lohan swiped her coat - a gift from her grandmother - as she left a private party.

Markova feared she'd never see the fashion item again, but couldn't believe her luck when she saw Lohan wearing it in a magazine photo.

After threatening legal action and going public with the coat story, Markova's fur was returned to her.

Lohan's publicist failed to respond to WENN about this story before we went to press.