He followed the man, who was carrying a black leather bag containing more than $200,000 worth of stolen goods.
As the thief tried to start his getaway car Milo snatched the bag through the open window and sprinted to the nearest police station.
The Manukau Heights resident described the incident as "something from a movie", admitting it took almost an hour to calm down.
"I saw a man wearing sunglasses and suddenly he was behind the counter, loading stuff into a bag.
"He got into a car and put the bag on the passenger seat and I thought, 'if I don't do something now he is going to get away'.
"So I just ... grabbed the bag out of the window and took off towards the police station, which I knew was about 100 metres away.
"And I burst through the front doors shouting 'there's been a robbery' holding up a bag full of stolen jewellery." Police are still hunting the thief who threatened a shop assistant before making off with handfuls of necklaces, bangles and bracelets.
Milo's actions clawed back about $50,000 worth of jewellery. "I can only imagine what it must have been like for that girl in the shop. My heart was racing," said Milo.
"We need to look out for one another, that's why I followed him and took the bag, to help [others]."
Detective Senior Sergeant Roger Small said police always urged people to not take vigilante action.
"In saying that police are heavily reliant on members of the public. We can't catch these people on our own and we always need help.
"[Milo] did his due diligence and considered safety first [by alerting mall security]. He followed him in an intelligent way."
