From Li Ruzhen's Qing-era novel 《镜花缘》 (Jìnghuāyuán, Flowers in the Mirror), chapter 14: 'Whenever they eat, they never do it openly — always 贼头贼脑, sneaking and hiding, eating with their backs to others.'
memory
Doubled structure 贼...贼... intensifies the trait. Same pattern in 鬼头鬼脑 (guǐtóu guǐnǎo, sneaky like a ghost) and 笨头笨脑 (bèntóu bènnǎo, dumb-looking). 'Thief-head thief-brain' = thinking and looking like a crook.