Al-Ahram newspaper said the Egyptian Interior Ministry has launched an investigation into the robbery of Salah's villa in New Cairo City.
The robbery was reported to the police by a relative of the football player who found a window open as he was passing by the villa.
Police started interrogating the security personnel in charge and unloading the surrounding surveillance cameras.
There was no comment yet from Mo Salah on the robbery and Egyptian authorities have yet to confirm the report.
A national icon in Egypt, Salah is known as "the Egyptian King" and "the Pharaoh" for his dynamic performances and leadership.
He has won two African Footballer of the Year titles and also spearheaded Egypt to the country's first World Cup in 28 years as well as the Africa Cup of Nations Final last year.
He also won the Premier League, the Champions League, the FA Cup, the League Cup, and the Club World Cup with Liverpool.