Somebody stole me favorite headband during school. What do I do?

At recess I went outside and left my headband on my desk. I thought it would be safe cuz more than half the cl was in the room. But on the way to the embly I realized that I didn't have it. So I went to look for it and poof! It was gone! Somebody stole my headband!!!! I couldn't tell my teacher cuz she wouldn't listen. I told my mom and she's like "oh well." there is a thief in my cl! Idk y they'd want my headband. What do I do. I plan on tellin my teacher 2morrow morning. What else do I do?