An anti-theft horn assembly and a vehicle including same are provided, where the anti-theft horn assembly includes an anti-theft horn (1) and a mounting bracket (2), and the mounting bracket (2) is configured to fix the anti-theft horn (1) at an inner side of a vehicle wing; the mounting bracket (2) includes a first fixing part (201), a substrate (202), a second fixing part (203), and an anti-theft horn mounting part (204); the first fixing part (201) is located at a first end of the substrate (202) for fixedly connecting with a vehicle cabin; the second fixing part (203) is located at a second end of the substrate (202) for fixedly connecting with a vehicle wing mounting bracket; the anti-theft horn mounting part (204) is located at an inner side of the substrate (202), and forms a U-shaped groove structure with the substrate (202), and the anti-theft horn (1) is mounted in the U-shaped groove structure. The anti-theft horn assembly can prevent thieves from removing or destroying an anti-theft horn without opening a vehicle door, thereby effectively protecting the anti-theft horn and improving the anti-theft coefficient of a vehicle.