At night or In the night

"In the night" refers to a specific night - most native English speakers are likely to assume it happened during the most recent night, unless you tell them otherwise.

"At night" is more generic, and could refer to something that's happened, or will happen, on several occasions (see Weather Vane's comment).

In the case of a single instance of phone theft, you could use "at night" if you wanted to make the point that it wasn't taken during the day, but were less concerned about which night it was taken. In cases of theft, it's often more important to establish specifically when something happened, but if there had been a series of thefts on different nights, always during the hours of darkness, "at night" would be the most useful phrase. (You could also say "in the night", but people are likely to ask "which night?".)

If someone stole your phone last night, "in the night" would be the usual form.

At (= when it is/was) night (= night-time)

*"At the night" is not idiomatic.

In (= during) {the night} (= (i) the current night; tonight (ii) the night that has just past, or (iii) night-time.)

(i) "After you go to bed, you may hear a noise in the night"

(ii) At breakfast he said "Did anyone hear noises in the night?"

(iii) The noises are caused by wolves - they come out in the night."