The Sun reports Lovren fears he was gassed by burglars as he slept with his family.
The £100,000-a-week Liverpool defender was renting a holiday home when the gang struck, stealing jewellery and cash.
He revealed: “Yes, I was robbed. They have stolen everything from me. I heard absolutely nothing. It is as if they had put something in my apartment for me to fall asleep.
“They could have kidnapped my kids, and I wouldn't have noticed at all."
The raid came as the Croatian star and his family stayed at a flat in Zagreb.