Sandra Oh returned home to discover some valuable jewelry had gone missing, and did exactly what you should do — report it to cops, but then she had a stroke of … let’s call it luck.

Law enforcement sources tell TMZ … the “Killing Eve” star called the LAPD Wednesday night to report her valuable bling was gone after she’d been away from her L.A.-area house for a few months.

We’re told police responded and did some investigating. They didn’t find any signs of forced entry, but did learn people had been let in and out of Sandra’s pad while she was away. ?

Our sources say a grand theft report was taken with the estimated value of the loss being more than $150,000.

However, the very next day … we’re told Sandra called the cops back and told them her missing jewelry had shown up in the house. It’s unclear if it was somehow returned, or if it never left the house, and was simply found.

Either way, it’s great news for Sandra … and the cops. The case is now closed.