Alli, 24, has been in isolation at his house with his brother, their partners and a close friend, the Daily Mail reported, ahead of Tottenham resuming training.
Two men broke in after midnight and following an altercation with Alli they made off with jewellery.
Alli and the other occupants in the house were said to be shaken by the ordeal, but otherwise unharmed.
“Thank you for all the messages. Horrible experience but we’re all okay now. Appreciate the support,” Alli tweeted at a later time.