Authorities were allegedly called on Tuesday afternoon and have said that some unidentified items are missing. No further details were available.
Writing on her Twitter account, the designer's sister Paris said: "I hate people who steal! It's so wrong! I hope they catch whoever did this! There has (sic) been so many robberies lately. So scary!"
She later added: "[Nicky] thought her cats escaped in the robbery but she just found them under the bed. Thank God."
Paris had around $2 million (£1.3 million) worth of jewellery stolen from her own Los Angeles home at this time last year.