The 21-year-old "Keeping Up with the Kardashians" star and model called police at 1:15 a.m. Thursday after she noticed expensive jewelry missing from her bedroom in her Hollywood Hills home, according to TMZ.
Sources later told the website Jenner hosted a party at her home Wednesday evening and left her friends alone in the house around midnight.
She discovered her jewelry box was open after returning just after 1 a.m.
The Los Angeles Police Department told E! News they received a call at 1:15 a.m. Thursday, but would not confirm if the call came from Jenner. The department said there were no signs of forced entry at the home.
"Officers did a search of the premises and no suspects were found," a spokesperson said. "[It's] an ongoing investigation."
The reported theft comes five months after Jenner's half-sister Kim Kardashian was robbed at gunpoint at her hotel in Paris.
The 36-year-old reality star, who lost millions of dollars worth of jewelry, tearfully recounted the incident in a preview for the March 19 episode of Keeping Up with the Kardashians.
"They dragged me out to the hallway on top of the stairs. That's when I saw the gun clear as day. I was kind of looking at the gun [and] looking down back at the stairs," she said.
Copyright 2017 United Press International, Inc. (UPI). Any reproduction, republication, redistribution and/or modification of any UPI content is expressly prohibited without UPI's prior written consent.