In the raid, the burglars stole a safe, but Merseyside Police have said that the occupants of the home were unharmed.
Merseyside Police said two men, wearing black waterproof clothing and black balaclavas, entered the property at Hall Road East, Crosby, on Friday evening. They were reportedly disturbed by Ancelotti’s daughter, according to The Liverpool Echo.
The force, which was alerted at around 6.35pm, said: "Officers attended and enquiries into the incident are ongoing. The property will be forensically examined and CCTV opportunities are being explored."
The Liverpool Echo reported that the home belongs to Ancelotti, who joined the Premier League club in December 2019.
Anyone with information is asked to call police on 101 or Crimestoppers anonymously on 0800 555111.