The woman told Kane County sheriff's police that she returned to her house after a weekend away and found a twin bed that comprised half of her king-sized bed and some electronics missing, the Chicago Tribune reported Wednesday.
Investigators said the woman told them she believed her ex-husband and his girlfriend were in her home while she was away.
Police found a note at the house that read: "I win! We took the bed we made love in."
No charges have been filed in the case.