Fellow contestant Kieran Alleyne, from the band 5 After Midnight, revealed via Twitter that he and Ryan had stopped to help a passer-by on Tuesday morning, only for Ryan's bag to be taken while they were occupied helping.
Kieran tweeted: "Me and @RyanLawrie_ did the Good Samaritan this morning helping an elderly lady who fell.. Someone took Ryan's bag from the floor tho :(
"He didn't get mugged tho someone just took it off the floor @RyanLawrie_"
Ryan hasn't directly addressed the incident, but did tweet earlier: "I don't know anymore."
Ryan and Kieran are currently in rehearsals for the fifth live show, which has a Boyband v Girlband theme.
Scottish singer Ryan, 20, will be hoping he does enough this week to avoid the dreaded bottom three; he's been there for the past three weeks but each time has been saved by the public flash vote.
Ryan, who is mentored by Nicole Scherzinger, took to Twitter on Sunday night to thank fans for saving him again but also plead with the audience to get behind him.
"For those who have just got to know me on The X Factor. I am not just some boy who jumps around and is trying to become 'famous'. I am here for a reason and that reason is to make a career in music," he wrote in a lengthy message.
"I am NOT the strongest singer in the competition and I know that I'm probably (most likely) not going to win, but what I can say is I am a human being with a dream and I am trying to make it become a reality.
"I am a songwriter. That is my first love and my main passion. I have been writing since I was a young boy and that is where my talent is. I am a loving and genuine boy. I wish the [best] for everyone. I just wish people would understand that I'm just doing what I love.
"Thanks for the love and support. Lots of love, Ryan."