The diamond necklace and bracelet were taken from a suitcase belonging to the Duchess's lady-in-waiting, Jane Dunn-Butler, during a flight from New York to London.
Ms Dunn-Butler is thought to have left the suitcase in a baggage hold, from where it was taken. The Duchess discovered the theft late on Monday night after unpacking at her home in Wentworth, Berkshire.
It is not known in which country the items, believed to be royal heirlooms, were stolen but they were last seen in Washington. Washington Police were last night said to have "turned the hotel upside down".
The Duchess arrived home on Monday afternoon after a four-day trip to the US, where she had attended a White House reception hosted by President Bill Clinton and his wife Hillary, and attended a launch for her book Budgie the Helicopter at the New York department store Bloomingdales.
The Duchess had returned earlier from New York on Concorde to attend a charity carol concert at Southwark Cathedral with her estranged husband, the Duke of York, and their children Beatrice and Eugenie. She had left the jewellery with Ms Dunn-Butler, who returned to London Heathrow at 8.59pm. The Duchess had worn the missing necklace at Sunday's White House reception.
The nature of the theft has led to fears that the insurance may not be recouped. A BA spokesman, David Wilson, said: "Valuable items should be carried and kept in hand luggage." A spokeswoman for the Duchess said: "The Duchess is trying to be positive and hopes to get the items back. They hold great sentimental value."Reuse content