He is the latest Liverpool player to be burgled while playing a match for his club.
Gerrard's wife Alex Curran was in the house at the time.
Merseyside Police would not confirm it was Gerrard's house, but said they were investigating a confrontational burglary in Formby, Merseyside.
"Officers were called to a house at about 9:30 p.m. last night following a call from a female resident that four men had broken into the house and stolen items of jewellery," a police spokeswoman said on Wednesday.
Curran and another woman, who was in the house at the time, were shaken by the incident, but were not injured.
The men, who were unarmed, wore hoods and balaclavas, the spokeswoman added. It is not clear how they broke in.