The incident took place yesterday between 7 pm to 9 pm when the Yadav family was not in the house, they said.
Inspector B R Khandale told PTI that Yadav has a flat on the ninth floor of a building in Lakshminagar area.
"Our control room received a call around 3.30 am today informing about the burglary," he said.
The thieves entered the cricketer's house by breaking one of the windows, they said.
The police suspect two labourers, who were engaged to do repair work on the eighth floor of the building, may be involved in the theft.
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