Police were called to Rodrygo's house in the La Moraleja suburb of Madrid in the early hours after being alerted to a crime by a member of security, according to Marca.
Several of the rooms had been disturbed, although it's not clear yet if anything has been taken. Police are collecting evidence and continuing to investigate the incident.
The house was empty at the time with Rodrygo and his parents in Seville for the final of the Copa de Rey.
Rodrygo scored both goals in a 2-1 win for Real Madrid over Osasuna to deliver the Spanish giants a first victory in the competition since 2014.
The Brazilian spoke out after the win, explaining that his goal celebration was dedicated to an eight-year-old boy he had met who had recently overcome cancer.
Rodrygo is not the first footballer to suffer a burglary recently. Mohamed Salah's home in Cairo was targeted earlier this year, with thieves making off with satellite receivers.
In August 2022, striker Pierre-Emerick Aubameyang was attacked at home in Barcelona after a break-in by armed robbers.
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