Jillian Michaels -- Burglary Victim and Now Bentley-Less.

Jillian Michaels lost about 2 tons Tuesday -- someone burglarized her home and stole her Bentley ... TMZ has learned.

Law enforcement sources tell TMZ ... Jillian woke up Tuesday morning and noticed some personal items -- including her car keys -- were missing. She walked outside, only to find that her extremely expensive whip had vanished.

Jillian filed a police report and later that day, cops spotted someone driving the stolen car. The driver took off and in his haste ran smack into a light pole. The dude was arrested for driving a stolen car. We're told he's also the numero uno suspect in the burglary.