The incident took place on Friday.
Next week will see the semi-finals of the Europa League, as Arsenal take on Athletico Madrid and Red Bull Salzburg tackle Marseille, but in the lead-up to those matches, the Europa League trophy was doing a bit of a world tour.
It was during this tour that the trophy was actually stolen.
During a sponsor's event on Friday in Leon, the biggest city in the central Mexican state of Guanajuato, the trophy was stolen.
The UEFA stated that the "Europa League trophy was in Mexico for a partner event and got briefly stolen. It was quickly recovered and has suffered no damages."
Local authorities claim that the trophy was taken in a vehicle, but it was not taken for a long period of time.
No further details of those who stole the trophy have yet been released.
The final of the Europa League, and the winners holding up the the recovered trophy, will take place on Wednesday 16 May in France.
