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7 year oldTMZ reports that Jenner, 21, is said to have left her residence around noon (6am AEDT) on Wednesday and returned at 8pm.
The New York Post reports that upon entering her bedroom early on Thursday, Jenner discovered some of her jewels were missing.
Sources told the website she phoned authorities after hearing a noise, which led her to believe an intruder invaded her home.
Following a search, police did not find a trespasser on the premises.
Though no suspects have been named, this incident comes roughly five months after Kim Kardashian was robbed at gunpoint in Paris.
The reality mogul recounted the traumatising ordeal on an upcoming episode of Keeping Up with the Kardashians.
“They ask for money. I said I don’t have any money,” Kardashian, 36, recalled. “They dragged me out on to the hallway on top of the stairs. That’s when I saw the gun clear, like clear as day. I was kind of looking at the gun, looking down back at the stairs.”
Kardashian was left tied up and gagged in a bathtub after masked thieves robbed the mother of two of nearly $US10 million ($13 million) in jewellery last October.
French police charged 10 people in the heist in January.
Reps for Jenner did not immediately return a request for comment.
This article originally appeared in the New York Post
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