Although it’s not often spoken of, most dragon-types have a tendency to hoard. What this means is that most dragon-types collect certain things. What that thing is tends to depend on the individual dragon. Some like to collect flowers. Others like to collect round objects. Some even collect stamps. Most tame dragons try to stick to hoards that they can easily collect, but the urge usually drives them to obtain whatever “feels right” to them. The latter happens rarely, however, and keep in mind that not all dragon-types do this—as in, it’s very easy to own a dragon-type and never notice this behavior, either because your dragon has elected to collect something you might pass off as standard litter about its living space or because it simply doesn’t have a hoard.
That having been said, in your case, your dragonite has either followed an urge to collect jewelry or views yours as easily obtainable. You may perhaps wish to secure your valuables a little better within your home, but if that doesn’t work, train your dragonite to collect something else by offering alternatives (toys, for example) and positive reinforcement whenever he accepts the replacement hoard item over your jewelry.
The Pokédex According to Bill 