A multi-function leash system incorporating anti-theft features is provided. The leash system includes a leash portion and a harness connectable to the leash portion. The leash portion includes an elongate leash, the elongate leash including at one end an attachment component, and at the other end a handle, wherein the handle is formed to be achieve a locked position in which the handle forms a closed loop, and an open position in which the handle is open at one end, and is operable to be wrapped around a fixed article, and then locked around the fixed article. The harness is formed to put on a pet, wherein the harness is adjustable to achieve a snug fit relative to the pets body using one or more adjustable elements, wherein the harness is formed so that once the harness has been locked on the pet, and attached to the leash portion, the harness is difficult to remove from the pets body. The pet is safe from theft when the harness is locked on the pet, the harness is connected to the attachment component, and the handle loop is looped around the fixed article suitable for fixing the system, and the handle is placed in the locked position.