Three intruders reportedly broke into the property and threatened Williams and the other guests before leaving with about $1,000 in cash.
Williams was not hurt in the incident, a rep for the 28-year-old told TMZ Sports, and the Los Angeles Police Department is currently investigating.
Police are reportedly seeking surveillance footage to help identify the three suspects.
Williams has spent six years in the NFL after beginning his career as an undrafted free agent with the Miami Dolphins. He became a household name this past year during the Chiefs' recent run to a Super Bowl title, totaling 290 yards from scrimmage and six touchdowns in three playoff games.
Williams scored the final two touchdowns in Super Bowl LIV, including the game-sealing 38-yard run:
The Chiefs picked up the running back's $2.3 million option for 2020 in March.