Royal Bahamas Police were seen Thursday searching Horizons, the Nassau residence shared by the late Anna Nicole Smith and her companion Howard K. Stern.
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Police arrived at the oceanfront home and were joined by a team of officers exiting a van marked "crime scene investigation," E! News said.
None of the officers at the scene commented on the nature of their search.
A Royal Bahamas Police Force assistant commissioner said officers "must be" at the premises as part of the ongoing investigation of a burglary Stern reported occurring at the estate during the weekend. He said a computer, home videos and other personal effects were taken.
It was not known whether Smith's 5-month-old daughter, Dannielynn, and Stern were home at the time.