Glue a spare key (not one that opens something important) under your doormat. Weird right?
A few years ago I did this in addition to installing cameras. Over the last couple of years I’ve seen this exact scenario play out: thief walks to the door, checks under the mat, unsuccessfully tries to grab the key, backs up, looks around to see if anyone is watching (presumably because they think they have fallen for some trap/prank where they are being surveilled), and LEAVES. They don’t even search for another way in because it spooks them.
If it's empty, you can cut a hole in the bottom, for example, clean the inside and make some type of lid, to close it again. It's not like anybody will be inspecting it in detail ;)