1560s, from thieve + -ery. An Old English word for it was þeofend.
Entries linking to thievery
thieve v.
Old English þeofian "to thieve, steal," from þeof (see thief). Rare in Old English, rarer in Middle English, not common until 17c.; perhaps the modern word is a late 16c. re-formation. Thieving (adj.) first attested 1520s.
-ery
word-forming element making nouns meaning "place for, art of, condition of, quantity of," from Middle English -erie, from Latin -arius (see -ary). Also sometimes in modern colloquial use "the collectivity of" or "an example of."