To detect the theft of a mobile terminal (TM) connected to a radiocommunication network (RR), a device (DA) capable of communicating with a location register (HLR) initially stores an IMSI identity and an IMEI number for the mobile terminal (TM) together with secret data (DonS) provided by the owner of the mobile terminal. After authentication of the mobile terminal by a network entity, the device retrieves the IMSI identity and IMEI number for the mobile terminal, compares the retrieved IMSI identity and IMEI number with the initially stored IMSI identity and IMEI number, queries the mobile terminal (TM) by asking the user of the mobile terminal to provide the secret data if either the retrieved IMSI identity or IMEI number are different from the initially stored IMSI identity or IMEI number, and detects a theft of the mobile terminal if the secret data provided are different from the initially stored secret data (DonS).