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Jermaine Jackson

Jon Furniss/WireImage.com

Detectives are on the case of Jermaine Jackson's missing bling.

The Los Angeles Sheriff's Department confirms it is investigating a report of $192,000 worth of stolen goods made by Michael's brother in mid-September.

Was it the work of Alexis Neiers' pals?

Not likely. Police say they currently have no suspects or even a clear lead on who could have taken the loot.

But the burglars apparently made quite the score. Jermaine claims the heisted goods included watches, rings, luggage and other assorted jewelry.

Jackson and his wife discovered the MIA jewelry after returning to their Calabasas from a vacation back on Sept. 18. The couple also realized that one of the doors  home had been left unlocked while they were away.

Oops.