Purchase a doggie door that is built for your size of dog. If you have a small dog, you don't need a large door that would be accessible to a German shepherd. Doggie door manufacturers sell a variety of sizes of doors. Your door should be only slightly larger than your dog itself.
Purchase an electronic doggie door that unlocks only when your pet is in the immediate area. This style of door comes with an electronic chip "key" that you attach to your pet's collar. When the dog approaches the door, the chip key unlocks it, allowing your dog to enter and leave. When your pet is not in the vicinity, the door remains locked.
Install the doggie door in a location that a thief would not immediately see, or would have trouble reaching. If the doggie door is visible from the street, it may be an invitation to a thief. But if the door is in the backyard and surrounded by a high fence with a locked gate, it would be more challenging to access.
Install motion sensor floodlights on the house in the area of the doggie door. When the lights detect movement around the door, they'll light the area. This will either help chase a thief away or alert you to look out the window and see what's happening.
Mount a latch with a padlock or deadbolt onto the inside of the doggie door. If your dog only uses the door during the day, you'll be able to look the door from the inside during the night to make it completely secure.