Marshmello has felt "Happier" than he does right now ... 'cause cops say thieves broke into his Los Angeles home earlier this week.

We're told Marshmello's security came to his crib Thursday afternoon and found the house ransacked ... and when they watched the security system video, they saw the hit went down Tuesday.

Law enforcement tells TMZ the burglars made off with a safe. The LAPD responded and took a burglary report.

When he gets back into town, the DJ and music producer will have to tell the cops whatever was in the safe, and the value of each item.

We're told no arrests have been made so far, and the investigation is ongoing. We've reached out to Marshmello's camp ... so far, we haven't heard back.