The Portuguese star's shirt was also nicked prior to kick-off at the Allianz Arena, while Mesut Ozil and Karim Benzema were also targeted by the mystery thieves
According to Marca, six pairs of boots and some shirts were stolen from Madrid's dressing room at the Allianz Arena, despite the presence of security cameras.
Cristiano Ronaldo had three pairs of his cleats stolen, while the rest reportedly belonged to Mesut Ozil and Karim Benzema.
It was an inauspicious beginning to the evening for the Spaniards, as they went on to lose the match 2-1 courtesy of a last-minute winner from Mario Gomez.
"The stealing of Cristiano's shoes is a shame, it's impossible something like that could happen at the Bernabeu," Mourinho fumed in his post-match press conference.
Marca reports that Bayern have not offered any explanation for the theft, while Real have already lodged a complaint to Uefa over the incident.