The force has warned about "opportunist thieves" taking advantage of anyone leaving their cars unattended with the engine running as the windscreen defrosted.
They also urged motorists to make sure their windscreens were fully cleared before setting off.
In a tweet, West Yorkshire Police said: "Frost and ice this morning.
"Please don't leave your vehicle unattended with the engine running to defrost icy windows.
"Opportunist thieves love a frosty morning.
"Ensure you clear all ice from your windscreen before setting off and you can see clearly."