Boy, was he wrong.
Thompson, 22, had just finished grocery shopping at a Kroger in Flint, Michigan, on Sept. 11 when disaster struck.
"I pushed the cart over to my truck and opened the door," she tells PEOPLE. "I only had three bags so I went to put them in there and this guy came out of nowhere and snatched my purse."
So what did she do?
"I ran after him," she says. "It was just an instant reaction. I was mad. Everything is in there that I need."
She chased him to the side of the store.
"He pushed me down," she says, so hard that her knees were scraped up and blood was dripping down her legs.
But that didn't stop her.
"I got back up and ran after him," she says.
When she got to the back of the store, her legs were bleeding so badly she had to sit down on the curb. She spotted some kids she knew playing basketball across the street and yelled at them for help.
"Hey! Grab my purse!' " she yelled to them, pointing to the mugger who was still running away.
The boys took off after him.
"He tried to fight with them for a minute and dropped my purse," she says. "He had my wallet and went to go take off running and they tackled him. After they got my stuff back, he took off."
Meanwhile, Thompson had called the police, her parents and brother, who showed up at the scene. Her brother went after her mugger, and "caught him a couple of streets away," she says.
That's how the mugger – identified by police as Mark Newton, 30 – ended up with a banged-up face.
City of Flint Police Department
"He was fighting with my brother and my brother punched him and knocked him on his butt," she says.
But that wasn't the end of it. Thompson, despite having contractions, just had to go confront the mugger one more time.
"I asked him, 'Out of everybody in that parking lot, why me? A pregnant woman?' " she says. "He didn't say anything at all."
After giving her statement to the police, Thompson's family took her to the hospital.
"They monitored me for an hour," says Thompson, who was scheduled to have a cesarean section the next day. "They came in at 5:20 said they were doing the c-section at 6 p.m."
At 6:28 pm., Joseph Thompson, 7 lbs., 7 oz. and 21 inches long, was born – none the worse for wear for his rather tumultuous beginnings.
Courtesy Kristen Thompson
"He's healthy," she says. "He's really good. He sleeps a lot like most babies do."
Her story made the local news and has made her a local hero of sorts.
Jason Lorenz, a spokesman for the Flint Police Department, confirmed Thompson's version of events.
"We're glad the situation was handled with no injuries to the mom and her child," he tells PEOPLE, "and that the suspect was caught and will face his day in court."
Newton, who was charged with unarmed robbery and is being held on $8,000 bail, faces a preliminary hearing on Wednesday. His attorney, Paul Watson, declined to comment.
Looking back, Thompson says she has no regrets about charging after the thief.
"I'm glad I did it," says Thompson, who works 20 to 35 hours a week at a local Little Caesar's and has two other children, ages 7 and 5.
"I work too hard for what I do have," she says, "and people like him are not going to take it from me."