14-month-old Valenchino Chihuahua Xena, who was named Best Puppy in Breed at Crufts 2014, was snatched with four other dogs from a house in East Yorkshire on Thursday.
Owner Mal Hilton said he and his partner Lucy Hilton have been left devastated by the theft of Xena, her grandmother Angel and her mother Io, as well as two others called Pandora and Evie.
They fear the thieves will realise the dogs, worth tens of thousands of pounds, are impossible to sell and will harm them instead.
"They are just like our children. We are devastated by this and we just want them back," daily Mirror reported.
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He described how the thieves broke into the house in the village of Lissett, near Driffield, by smashing a window with an iron bar.
"I just want someone to hand them in - to the RSPCA, to a vet, to anywhere safe. It doesn't matter. Just leave them somewhere so we can get them back.
"I'm just so worried they will come to harm."
Xena has won at many shows but her crowning glory was being named Best Puppy in Breed at Crufts last month. She has also qualified for Crufts 2015.
Officers said they believe the thieves might have used a wicker basket to take the dogs away.
"The owner of the chihuahuas is desperate to find them. These dogs need to be reunited with their owner and police are appealing for anyone who knows anything to contact them immediately so that we can have a happy ending to this story," a police spokesman said.