An anti-theft system includes at least one MEMS module, a master controlling module and an alerting module. The MEMS module is used for detecting a velocity, an acceleration and/or a spatial location of the MEMS module, and transferring the detected velocity, the acceleration or the spatial location of the MEMS module to the master controlling module. The master controlling module is used for determining whether the MEMS module is disposed within an anti-theft range according to the velocity, the acceleration or the spatial location of the MEMS module, and sending an alerting signal to the alerting module once the MEMS module is determined to be disposed outside of the anti-theft range. The alerting module is used for performing an alerting action when receiving the alerting signal. An anti-theft device and an anti-theft method are also provided.