Mark Ballas -- Someone Waltzed Away With my Guitar!!!

Not a good month for Mark Ballas -- two weeks after the "Dancing with the Stars" pro lost his hot girlfriend Pia Toscano ... some heartless burglar busted his car window and jacked his guitar.

Ballas posted the bad-luck news this weekend on his Twitter -- writing, "My car just got broke into and my first Martin guitar was taken..."

To make matters worse, Ballas says his super-expensive Breitling watch was stolen earlier last week.

On his way out of "DWTS" practice, Ballas told photogs he'll pay good money to get Marty back.