By the time officers arrived at the property, the would-be intruders had fled.
His pop star wife Cheryl is thought to be in the US after flying out following Tuesday's Brit Awards. It is not known if the England star dialled 999.
The couple have recently been the subject of intense media speculation amid claims of the defender's infidelity.
In a statement, Surrey Police said: "We can confirm that officers were called to a house in the Godalming area at around 4.30am on Thursday morning following reports of a break-in. Investigations are ongoing."
It is understood the intruders attempted to get into the mansion through a window that was either forced or had been left open.