The crime was discovered on Monday night (03.03.14) when the reality TV star was with her mother and manager, Kris Jenner, clearing out the Los Angeles mansion which she once shared with the basketball player.
According to gossip website TMZ, watches and gold chains have been stolen from the property and the incident is being investigated by officers who are focusing on tradesmen, since the property had undergone work in recent weeks.
Khloe and Lamar bought the seven-bedroom property shortly after they tied the knot in 2009 for $3.95 million, but after the 'Keeping Up with the Kardashians' star filed for divorce from Lamar in December following allegations he had a drug problem and cheated on her multiple times the pair separated and decided to sell-up.
They offloaded their sprawling property to newlywed actress Kaley Cuoco and her husband Ryan Sweeting for $5.49 million in January.
Meanwhile, Khloe is believed to be looking for a new home in the secluded Hidden Hills area of the city.
Many ticket-holders couldn't get into the O2 Arena show on Tuesday night (September 19th) because they didn't bring photo ID to match their booking.
An album re-release, a new song and a documentary mark the singer's legacy this year.
The actor plays the titular hero in the forthcoming adaptation.