Donnarumma and his girlfriend, Alessia Elefante, were tied up as the burglars robbed the house in the French capital. Donnarumma was also attacked during the incident.
The robbery happened at 3am on Friday morning. It has been reported that the thieves stole an estimated €500,000 worth of items.
Donnarumma spoke of the events, saying to Libero: "To suddenly find people at home at three o'clock in the morning, I think it's the worst feeling possible.
"I was tied up and Alessia was forced to give everything valuable we had. I cannot go into details because the investigation is ongoing. We had to leave our apartment to allow the investigation to take place, we are staying in a hotel.
"I was very afraid for Alessia, that something would happen to her. I was helpless, tied up, I couldn't do anything. Also, I don't fully master French, so it was difficult to explain to these people where the things were."
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Donnarumma isn't the first PSG player to get robbed in recent years, with the likes of Angel Di Maria, Marquinhos, Thiago Silva and Mauro Icardi also victims of robberies.
The investigation into the robbery is underway.
