Former Liverpool striker Djibril Cisse is at the centre of a blackmail plot.
The Liverpool Echo says Marseille forward Cisse was back in Liverpool last week on holiday when he learned of the break-in.
French newspaper Le Provence last night described the video as containing 'very intimate and private personal images'.
A French police spokesman said: "A video DVD was been stolen from Mr Cisse's home in Marseille.
"The nature of it contents are not clear, but men have threatened to broadcast it on the net if he does not meet their demands."
He added: "Our investigation is underway and no more information can be released at this stage."