The First Lady visited different parts of Matabeleland last week handing over donations.
Police sources said the thieves broke into the vehicle while it was parked in the Central Business District.
"The car was driven by one of the First Lady's aides, he parked it in the CBD and got into a popular restaurant to have lunch," said the police source.
"When he came out, the car had been broken into and the thieves stole a number of things including clothes and some documents."
Efforts to get an official comment from the police hit a brick wall.
However, police sources said the law enforcement bosses were under immense pressure to solve the crime.
Bulawayo has recorded an increase in cases of theft from vehicles with the police criticised for not doing enough to curb the crime.
"There have been a lot of complaints about theft from vehicles in the city, these criminals have become a nuisance but the bosses were not taking this seriously. With the First Lady incident, it is hoped that something can be done to end the crime," said a police source.
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