The 37-year-old actress wanted mementos from the eight years on the programme - which will come to an end this month - but admitted bosses had to stop her from taking more items and she is trying to conceal what she has already taken.
She said: "I have stolen some stuff but I'm not going to tell you exactly what because they'll ask for it back.
"They've already told me, 'Stop stealing things.' I don't want them to know what it is that I have stashed away. What I really want are the Warhols but I haven't found them!"
Eva has admitted the read-through of the final script of the series turned into a "crying fest" because she and her co-stars Brenda Strong, Felicity Huffman and Marcia Cross were overwhelmed with emotion.
She admitted to TV Guide magazine: "It was a crying fest. Brenda couldn't get through her voice-overs. I couldn't get through my dialogue."
Felicity added: "We sat there crying, hugging and reminiscing."
Marcia said: "It was a sweet, private moment for us."
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