Law enforcement sources told TMZ that the 21-year-old model called 911 after hearing a noise, but when the police arrived, they thoroughly searched the house and found no one.
Abs are my favourite thing to work out: Kendall Jenner
The insiders added that there was no sign of forced entry and so far no suspects.
Police is investigating the matter.
The robbery comes five months after Jenner's 36-year-old sister Kim Kardashian was bound, gagged and robbed at gunpoint in Paris.
ANI