HAWTHORN defender Brendan Whitecross has been the victim of an aggravated burglary that saw four men allegedly steal his fiance's car and lead police on a chase through south-east Melbourne.

Three men have been arrested for allegedly breaking into Whitecross' family home at about 2am on Tuesday, stealing a set of car keys and driving away in a white Porsche Macan belonging to the Hawk.

Vision has emerged of the Porsche driving erratically through Glen Waverley around 8.30am on Tuesday and was pursued by police before the driver drove into The Glen Shopping Centre.

The stolen car was then dumped in the shopping centre's underground car park. Three men attempted to flee on foot before police arrested them.

Investigators believe there is a fourth person still at large.

"It was pretty scary," Whitecross told reporters.

"By the time the dogs started barking, the car was off so I didn't get a real good look at them … the adrenaline took over and I was straight down the stairs.

"I went into fight mode so I chased him downstairs. My thought was if I could handle Hodgey when he's a bit fired up I thought I could handle anybody."