The boxer was celebrating his 40th birthday in Los Angeles when the alleged incident occurred, according to the report. TMZ Sports cited sources who said the thieves allegedly took $150,000 worth of valuables, including several purses and at least one expensive watch.
In a separate piece, TMZ Sports noted the Saturday night birthday party included a number of celebrities, including Mariah Carey, Justin Bieber, Terrell Owens, Bobby Brown and others.
The burglarized home is in a gated community near a golf course.
Mayweather's name has been in recent headlines as he and MMA fighter Conor McGregor work toward a potential fight. The boxer reportedly told ESPN's Stephen A. Smith the fight was "getting very, very close," per Brett Okamoto of ESPN.com.
For now, the 40-year-old boxer is still retired, and police told him to take inventory of his belongings following the burglary, per TMZ Sports.