James said on Instagram: "On the evening of the 14th of September 2021 when I was playing for my club in the return of the Champions League, a group of cowardly robbers broke into my house.
"They managed to collectively lift a heavy safe containing some personal items of mine into their car. I never keep any jewellery of mine in my house so all that was contained in the safe were my Champions League winners medal and Super Cup winners medal and the runners up medal for the Euro 2020.
"These medals were won representing Chelsea and England - honours that can never be taken away from me whether or not I have the physical medals to prove it. Nevertheless, I am appealing to all my Chelsea and England fans to help identify and turn in these low life individuals who will never be able to rest easy as the evidence is mounting against them.
"The police, my advisers and Chelsea FC (and many others) are all behind me as we have firm leads on who the perpetrators are. We are closing in on them. Luckily, no one was present during the break in but I want to let all of you know I am safe and well. I really do appreciate having the platform to tell you all about my misfortune and I hope together we can catch these individuals and deliver justice where it is due."
The Surrey Police also stated: "Officers were called to a residential address in Four Acres, Cobham yesterday morning (September 15) following reports of a burglary.
"The offence is believed to have occurred sometime between Tuesday evening and the early hours of yesterday morning.
"This investigation remains ongoing and is in the early stages. No arrests have been made yet."
The video footage of the burgaly can be viewed on James' Instagram page, which can you access here.
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