The family homes of Paris St-Germain players Angel di Maria and Marquinhos were burgled while the French champions played Nantes on Sunday.
Argentina midfielder Di Maria was substituted in the 62nd minute of the 2-1 defeat after being told about the incident.
His family were only aware their home had been burgled after it happened.
Brazil defender Marquinhos said his parents' home had also been burgled, adding that "nobody was hurt".
The public prosecutor in Nanterre said the Banditry Repression Brigade (BRB), a French anti-organised crime squad, had been tasked with the investigation into the incident at Di Maria's home. It looked into burglaries of the homes of PSG striker Mauro Icardi and goalkeeper Sergio Rico earlier this year.
The Versailles prosecutor will be involved in the Marquinhos case.
Former Manchester United player Di Maria was the victim of an attempted burglary while at his home in Cheshire in 2015.