South Yorkshire Police said two offenders broke into a home in the Ranmoor area of Sheffield last Friday afternoon and stole four watches and a necklace worth a combined value of £100,000.
It is understood the Blades midfielder was training when thieves broke into his home.
The Norwegian international, who has been capped more than 20 times for his country, was preparing for the first leg of United’s Championship play-off semi-final against Nottingham Forest when his home was targeted.
The crooks responsible gained access to his home through a window.
No arrests have yet been made.
South Yorkshire Police said: “Police were called at around 1.40pm on Friday, May 13 to reports of a burglary.
“It is reported that two unknown offenders gained entry to the property through a window and stole a quantity of jewellery.
“Enquiries are ongoing to locate those involved.”
A Sheffield United spokesman said: “We are aware of the incident and are supporting Sander as much as possible. The matter is now in the hands of South Yorkshire Police and we hope they can bring the perpetrator or perpetrators to justice.”
Berge played in United’s play-off fixture at Bramall Lane on Saturday afternoon and scored an injury time goal which sees the Blades travel to Forest this weekend trailing 2-1.
Anyone with information about the break-in or whereabouts of the stolen items of jewellery should call South Yorkshire Police on 101.
Crimestoppers can also be contacted on 0800 555111.