Their Kensington home was broken into between 20:30 and 23:30 GMT on 28 February.
The Met confirmed a burglary had been reported in the W11 area and said a number of items were reported stolen. No arrests have been made.
It said inquiries into the burglary, first reported by The Sun, continued.
David Beckham, who won 115 England caps, retired from football in 2013 but has since become an owner of Major League Soccer club Inter Miami CF. He also works as a Unicef ambassador.
