I think he has bad intentions toward you - be careful.
Tips
usage
Almost always used with 起 ('to develop / arise') or 有 ('to have'): 起贼心 / 有贼心. Common in the saying 贼心不死 (zéixīn bù sǐ, 'the evil intent never dies') for someone who keeps coming back to a bad idea.
memory
贼 'thief' + 心 'heart' = a 'thief's heart' - the moment greed, lust, or theft starts forming inside someone.
