Nairobi detective Nicholas Kamwende said two of the diplomat's local guards had been detained for questioning after last night's attack.
"The thugs stormed the residence and took away money and a few electronic items from the house, we are still looking for them," Kamwende said
"The workers are being interrogated to establish if they knew anything prior to the attack at the High Commissioner's home," he added.
Robberies with violence, including so-called house raids and carjackings, are common in the Kenyan capital.