Since \listoftheorems uses internally \listoffigures, you can use the etoolbox package to patch \listoffigures changing the default \chapter* to \chapter (for a solution using amsbook, please see the second example below):
\documentclass{book}
\usepackage{amsmath}
\usepackage{thmtools}
\usepackage{etoolbox}
\declaretheorem[name=Theorem]{theo}
\begin{document}
\listoffigures
\patchcmd{\listoffigures}{\chapter*}{\chapter}{}{}
\listoftheorems
\clearpage
\begin{theo}[a]
Test theorem
\end{theo}
\begin{theo}[b]
Test theorem
\end{theo}
\begin{theo}[c]
Test theorem
\end{theo}
\begin{theo}[d]
Test theorem
\end{theo}
\end{document}

A similar patch can be easily done for other lists if required. For example, for the list of tables, one would say
\patchcmd{\listoftables}{\chapter*}{\chapter}{}{}
A request has been made to perform a similar modification but using amsbook; in this case, some additional work has to be done:
\documentclass{amsbook}
\usepackage{amsmath}
\usepackage{thmtools}
\usepackage{etoolbox}
\declaretheorem[name=Theorem]{theo}
\begin{document}
\listoffigures
\makeatletter
\patchcmd{\@starttoc}{\@makeschapterhead}{\@makechapterhead}{}{}
\def\@dotsep{1000}
\def\listoftheorems{\refstepcounter{chapter}\@starttoc{loe}\listtheoremname}
\def\l@figure{\@tocline{0}{3pt plus2pt}{0pt}{}{}}
\makeatother
\listoftheorems
\clearpage
\begin{theo}[a]
Test theorem
\end{theo}
\begin{theo}[b]
Test theorem
\end{theo}
\begin{theo}[c]
Test theorem
\end{theo}
\begin{theo}[d]
Test theorem
\end{theo}
\end{document}
