Police searched the 31-year-old's hotel room on Wednesday for a guitar and a record reported taken from a local shop early on Tuesday morning, but they did not find the items.
A witness reported seeing three drunken young men break into the store early on Tuesday night, saying she recognized Doherty as one of the men wearing a cowboy hat.
The musician on Thursday afternoon admitted he was at the scene of the crime but denied he took anything.
"I was there, but it wasn't me," he told regional broadcaster Sat.1 Bayern.
But with the stolen items still missing, police said Doherty would remain under suspicion and they planned to question the musician soon.
“We agreed however not to disturb the filming,” police spokesman Michael Rebele said. “When exactly he'll be questioned remains uncertain.”
Meanwhile Doherty seemed unfazed by the negative attention, film producer Alfred Hürmer said Wednesday evening.
“I don't have the impression that Pete Doherty is affected by the investigation,” he said.
Doherty is starring in a film called "Confession of a Child of the Century," based on French writer Alfred de Musset's autobiographical novel from 1836.
French actress and musician Charlotte Gainsbourg and German actor August Diehl are also co-starring in the period drama, which Doherty recently told British tabloid The Sun is a “pretty intense and romantic” love triangle story.
The French-German co-production is expected to play in theatres in 2012.
Doherty, frontman of The Libertines and Babyshambles, is no stranger to legal problems back home in Britain or even in Germany. In December 2009 the he was arrested in Berlin for drunken and disorderly behaviour.
The arrest was one among a long line of controversies for the scandal rocker, whose career has been marred by drug use and jail time