Is there any pattern to it? How frequent, what time of day, what day, and how long has this been going on? What has been stolen? Any pattern you observe is a starting point.
Also if your behavior is extremely regular—absent at certain times in a predictable pattern, say for a staff meeting or a lunch break—that can be useful. If your thief is using your predictable behavior to victimize you, you can change your behavior unexpectedly.
Are you in an area where other workers also have personal belongings that might be exposed? Do you have any reason to think that you’ve been singled out? If not, chances are others are experiencing losses too. This too may help you.
I used to work in a cubicle farm where women typically left their purses in a drawer. We’d be in and out of our cubes all day, going to meetings, going to the printer, etc. If this had happened to me there, I would have reported it to my manager very discreetly and waited to see if others made similar reports. Then we could have pooled our observations in order to nail the culprit.