The 24-year-old actress told followers on her Twitter account that she had not been brought up to be dishonest -- and also lamented "absurd" press comment about a tight-fitting dress she wore to court on Wednesday.
"I would never steal, in case people are wondering. I was not raised to lie, cheat, or steal," said Lohan, who was released on bail after her latest brush with the law, but warned she could face jail if she breaks the law again.
"Also, what I wear to court shouldn't be front page news. It's just absurd. God bless xox L," she said, in reference to the clingy shot white dress she wore to court.
Lohan, who completed a court-ordered spell in rehab for drug addiction last month, allegedly walked out of the jewellery store in Venice Beach -- the seafront area of LA where she lives -- with the gold necklace on January 22.
The actress, who is on probation for a 2007 drunk driving offense, could face up to three years in jail if convicted on the grand theft charge.
She checked out of the Betty Ford clinic near Palm Springs last month, following a spell there after she was briefly jailed in September for failing a court-ordered drug test.
Lohan was sentenced in July to serve 90 days in jail and another 90 days in rehab for violating her probation in a drunk-driving case. But due to jail overcrowding, she served just 13 days before being freed to the detox facility.
A queen of Hollywood nights and a favorite target of the paparazzi, the former Disney child star was once considered one of the most promising actresses of her generation.
But Lohan's career has dipped many times since 2005 amid legal woes, visits to rehab and movie flops.
In 2007, she spent just 84 minutes in jail after police arrested her twice for cocaine possession while driving -- in one instance crashing her Mercedes-Benz into a tree.
In 2008, the "Parent Trap" star received two Razzie Awards, the satirical prizes presented to Hollywood's worst acting performances.