Scolari, 66, who stepped down after Brazil's humiliating World Cup semi-final loss to Germany last year, returned to his vehicle to find a window smashed and his documents gone at Novo Hamburgo, near the southern city of Porto Alegre, G1 quoted police as saying.
Scolari, who hails from the region, returned to club football in July when he took charge of Porto Alegre outfit Gremio.
He led them to seventh place in the league, missing out on a Copa Libertadores berth.