Overview
The band, who are playing at London's Hyde Park festival, say some of their footage from their early days together was taken.
They made the revelation as they prepare to release their new documentary Talihina Sky, which includes interviews with the band as well as archive footage.
Nathan Followill said to BBC Newsbeat: 'Whoever's got the tapes really don't know what they got.'
Caleb Followill added: 'There was quite a bit we weren't able to show [in the documentary] because we had our car broken into after we were making the first record.
'We'd documented every bit of it and they stole all the footage.'
Write a comment
Kings Of Leon News
May 25, 2015
Bringing some of the world's biggest live acts to Gibraltar each year, GMF is back in 2015 with its …
August 27, 2014
Kings Of Leon have cancelled a further two shows following drummer, Nathan Followill's rib injury …
May 27, 2014
Kings of Leon have revealed their wishes to never perform their enormous hit single 'Sex on Fire' …
May 26, 2014
Kings of Leon shot to fame with Sex On Fire, their biggest hit – but the band can't stand the song …
May 20, 2014
Kings Of Leon frontman Caleb Followill has spoken out about he once got revenge on a 'cocky' …