Kyle Richards had a fellow "Housewife" with whom she could commiserate ... as she processes the burglary that left her jewelry box empty.

Kyle and Bethenny Frankel were in Aspen Saturday, bundled up and shopping at Gorsuch ... a high-end ski apparel store.

TMZ broke the story ... Kyle and hubby Mauricio Umansky had their Encino home hit over XMAS and the thieves cleaned her out and stole more than $1 million worth of bling.