The couple - who live in a ?4.5 million mansion in Cheshire, North West England - were "distraught" when they returned home to find the property ransacked by thieves, with Christmas presents, luxury Rolex watches and a number of rings belonging to the 25-year-old model having gone missing.
It is thought the burglars had been watching the house and waiting for the couple to go out before forcing their way in through a kitchen window on Tuesday, before being disturbed when the soccer star and his wife returned home.
A friend of the pair told MailOnline: "Abbey and Peter must have disturbed the burglars when they heard their car coming up the drive.
"They believe there were several men in the house."
Fortunately, the couple's nine-month-old daughter Sophia Ruby was being looked after by Abbey's mother at the time of the incident.
A pal added to the Daily Mirror: "Abbey and Peter are naturally distressed that this has happened, particularly in the run-up to Christmas."
It is thought Abbey called police - who are launching an investigation into the burglary - as soon as she and the 30-year-old sportsman returned home.
A spokeswoman for Cheshire Police said: "Thieves broke in to the house via a kitchen window, stealing jewellery and electrical items."
However, this isn't the first time Peter - who bought the Cheshire mansion, which features a gym, a swimming pool and a cinema, from retired England cricketer Andrew Flintoff three months ago after signing for Premier League team Stoke City - has been targeted by burglars.
In 2006, his home in Alderley Edge, Cheshire, was raided, with thieves stealing football memorabilia, champagne and jewellery and his exclusive Aston Martin car worth a total of ?200,000.