Gates said the suspects were caught on his surveillance cameras and got away with a garbage bag of items that included jewelry from his garage.
Gates said his wife, Sasha, and two children were home at the time, but no one was hurt, and the police are searching for the two suspects involved.
"All that stuff didn't really didn't matter to me, to be honest with you," Gates said. "I was just so concerned with my kids."
Gates was on the East Coast to face the Pittsburgh Steelers in a nationally televised contest Sunday evening when the incident occurred.
Gates said his wife and kids were upstairs when the two suspects broke into the garage downstairs.
According to TMZ, which reported the incident Wednesday, the suspects targeted Gates' garage, where they took several items and went through his expensive cars, including a Rolls-Royce.
In June, Gates' teammate Derwin James was robbed of his jewelry at gunpoint after leaving a restaurant in Hollywood to return to his car.