WESTERN Bulldogs premiership captain Easton Wood has had his prized 2016 premiership medal stolen.

Victoria Police are investigating after Wood's medal was taken from an Albert Park address during a burglary earlier this month. 

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The 30-year-old was the club's first premiership captain in 52 years when the Dogs beat Sydney in the Toyota AFL Grand Final in 2016.

Wood also had a premiership watch taken, as well as his wife's great grandfather's identification tags from World War I.

The defender, who wasn't at home at the time of the incident, took to social media on Wednesday morning.

"On Sunday night my wife, daughter and I returned home from isolating at my mothers (sic) property in the country to discover we had been robbed," he said.

"They've taken a number of items but we're pleading for our most sentimental ones to be returned.

"We're heart broken (sic) and devastated to have lost our precious items that have immense sentimental value to us. Not to mention the sick feeling of having someone invade your home and go through all your personal items.

"If you have any info or have seen anything please get in contact with Police and hopefully we can get our precious items back."

Police confirmed they were investigating the burglary.

"Port Philip Crime Investigation Unit detectives are investigating after an AFL premiership medal was stolen during a burglary at an Albert Park address," police said in a statement.

"The burglary occurred sometime between 12am on 14 April and 5.30pm on 26 April."