A data collection and processing apparatus with anti-theft function is provided. The data collection and processing apparatus is configured for collecting and processing relevant information regarding at least one targeted object, wherein the relevant information comprises information indicating whether the targeted object is under a normal status. The data collection and processing apparatus is also configured for processing the relevant information and performing an alarm when detecting that the targeted object is not under the normal status. A data collection and processing system with anti-theft function using the apparatus and a data collection and processing method thereof are also provided.