Brandi Glanville -- Hysterical Over 'Stolen' Dog

Brandi Glanville broke down in tears on "TMZ Live" Friday while talking about her dog that may have been "stolen" from her house ... a theft that has some very strange markers.

TMZ broke the story ... Glanville returned home from Palm Springs after her assistant informed her someone had broken into Glanville's home and made off with her chihuahua Chica ... but nothing else -- nothing.

Glanville said it seemed odd that the dog was the only thing taken, but told us, "I don't wanna blame my assistant. I don't know if she lost them and is making up the story and only found one … But I have to believe what she tells me because I don't know."