It appears to be true. It is unfortunate because a common stereotype of Gypsies is as thieves. Here, for example, is part of the Wikipedia entry on Romani:
Many fictional depictions of the Romani in literature and art present Romanticized narratives of their supposed mystical powers of fortune telling, and their supposed irascible or passionate temper paired with an indomitable love of freedom and a habit of criminality.
Here is more from the BBC article:
Madrid police say that 95% of children under 14 that they pick up stealing on the streets are Roma from Romania.
Because the age of criminal responsibility in Spain is 14, there is little they can do.
More than 1,000 Romanian Roma live in just one of the many camps that lie on the outskirts of Madrid.
The conditions are appalling – rats roam freely amid the rubbish, and there is no sanitation.
Every day children from the camp head out into the city to steal and beg, and many are beaten by their minders if they do not return with money.