Would be very nice to have this. Would almost make stealing an android device useless unless somebody tries hard to change IMEI in hardware.  Flagged for google to consider.

However @amrbrodrigues, at present your best bet are the carrier and police.

Check this app Plan B ... haven't tried it myself but might help ... well ... at times:
    https://play.google.com/store/apps/details?id=com.lookout.labs.planb&hl=en