That's what Brighton nurse Eileen Remedios tried, according to the Daily Mail - and found the bike returned with an apologetic note.
Ms Remedios, who was visiting a patient when the bike was taken, stuck a note to a nearby lamppost. It read: "Please return my bike. It is old but loved and will be frightened without its owner." And when she revisited the patient the next day, there was the bike - along with a note reading: "A great big fat...SORRY! From the reformed bike thief! (I didn't mistreat it)."
Few of us, though, would be happy to rely on a thief's conscience. So how to prevent your bike being stolen in the first place?
First, City of London police advise, register the model, make and frame number with the police through the BikeRegister scheme - and for extra security, tag it with a QR code label or RFID electronic tag available through the scheme. Details of the bike will then be held on a database that can be accessed by any police force in the country, increasing the chances of getting it back.
And, above all, get a heavy duty lock.
"Some of the most commonly-seen locks around on most cycle racks are cable locks. Unfortunately, cable locks can be broken very easily," says police community support officer Scott Green. "It only takes one or two seconds." Despite appearances, heavy chain locks aren't much better; go for a D lock instead, say the police.
Finally, if all these measures fail and your bike is stolen, you could always try the tactics adopted by a Canadian woman last week: scour online ads until you find your bike for sale, arrange to meet the 'owner' - and then steal it right back.