E. W. Hornung 
The Amateur Cracksman [PDF ebook] 

The Amateur Cracksman was the original short story collection by E. W. Hornung featuring his most famous character, A. J. Raffles, a gentleman thief in late Victorian Great Britain. It was first published in 1899. The book was very well received and spawned three follow-ups: two more short story collections, The Black Mask (1901) and A Thief in the Night (1904), as well as a full-length novel, Mr. Justice Raffles in 1909.
Ananias J. Raffles is a prominent member of London society, and a national sporting hero. As a cricketer he regularly represents England in Test matches. He uses this as cover to commit a number of burglaries, primarily stealing valuable jewelry from the elite of London, for thrill and for profit. In this he is assisted by his friend, the younger Bunny Manders who idealizes Raffles as a sportsman. Both men are constantly under the surveillance of Inspector Mackenzie of Scotland Yard who is always thwarted in his attempts to pin the crimes on Raffles.