The robbery occurred on Thursday night at circa 4am local time in their villa in Rome.
There were three thieves who broke into the house and held Smalling, his wife and their young child at gunpoint, forcing him to open a safe and hand over valuables.
“I'd like to thank everyone for your well wishes and support!" wrote former Manchester United defender Smalling on social media this morning.
“My family although very shaken up are luckily unharmed! Hoping these people can find a more meaningful way to live their lives without causing such harm and distress to others."