Reece James' house was broken into while he was playing for Chelsea against Zenit St Petersburg in the Champions League on Tuesday.
The 21-year-old England right-back says his Euro 2020 runners-up medal, Champions League winner's medal and Super Cup winner's medal were stolen.
He added that "luckily" nobody was at his house during the robbery.
James, writing on Instagram, said: "I want to let all of you know I am safe and well."
The defender was part of the Chelsea side which beat Manchester City in last season's Champions League final in May.
He then helped England reach the final of Euro 2020, which Gareth Southgate's side lost to Italy on penalties, in the summer before helping Chelsea beat Villarreal in the Super Cup earlier this season.