Police were called out to Declan Donnelly’s home following a report of an attempted burglary.
Thieves targeted the property while the TV star, 45, his wife Ali, 43, and daughter Isla were asleep, according to The Sun.
But the thieves had left the scene, in west London, before police arrived and there was no sign that they had gained access to the house.
A spokesman for the Metropolitan Police said: “Police were called at approximately 0040hrs on Tuesday 6 April to reports of an attempted burglary at a residential property.
“Officers attended. The suspects had left the scene prior to police arrival. There was no evidence that they had gained access to the property.
“Inquiries are ongoing. At this early stage, there have been no arrests.”
The Sun said the I’m A Celebrity… Get Me Out Of Here! co-host and his wife were unaware of the attempted break-in until later when police told them, and that the thieves had been unable to open the gates at the front of the home.
Donnelly’s co-presenter, Ant McPartlin, used to live in the same road but moved out after his split from Lisa Armstrong.
A spokesman for Donnelly has been contacted for comment.
Anybody with information is asked to call 101 or tweet @MetCC quoting CAD 168/06Apr. To remain anonymous call Crimestoppers on 0800 555 111.