The There's Nothing Holding Me Back hitmaker and his girlfriend Camila Cabello had their home in Los Angeles broken into whilst the couple were in the house.
The thieves made a quick exit but not before stealing the keys to the G-Wagon and taking the vehicle, getting away in his Mercedes SUV, TMZ reports.
Meanwhile, Shawn - who has been dating Camila for two years - previously admitted it took five years before he realised he was in love with her.
Watching back a clip from a joint interview the couple did in 2015, years before they became an item, Shawn said: "It's really hard [to watch it back]. I remember that. I didn't even accept that I was completely in love with her.
"Three years after that is when I finally admitted it, and another two years after that was when I decided to do something about it."
The 22-year-old singer recently said dating the Havana hitmaker has taught him to be less afraid of speaking from his heart and more "vulnerable".
Speaking about his feelings, he added: "I realised I had a lot of fear as a human ... to say how my heart was feeling. I realised when it comes to matters of the heart, we don't really have to be experts.
"I thought that I was a pretty open guy until I started being in a relationship with someone that I really, truly love and, realising that 'oh no, I really have this big ego, and I don't want to show her that I'm hurting and I don't want to show her that that offended me, and like I want to be the man, and I want to be strong in this relationship.'
"It was hurting our relationship, but real strength does lie inside of being emotional and vulnerable."