Pierce's comment on Twitter was the first since his 2013 BMW was stolen at gunpoint, The Baltimore Sun reported Tuesday.
"One last thing," he wrote. "That robbery made me think for a sec that im ashamed of the city im from."
The 23-year-old, who was a third-round pick from Temple in 2012, had been visiting friends and eating pizza when his vehicle was taken, said Marty Magid, Pierce's agent.
The car was recovered in another part of the city. No one has yet been arrested in the theft, said a spokeswoman for the Philadelphia police department.
Pierce was not harmed in the incident.