When traveling with expensive jewelry, it's important to take a few extra precautions If you're taking a carry-on bag, keep the jewelry inside of the bag and keep your eye on it all the time. Don't leave your jewelry unattended in public places. If you're traveling with valuable pieces, it's also a good idea to have them insured. Many homeowner's or renter's policies will cover jewelry theft or damage while away from home check your policy.