The former manager’s Bearsden home was entered on Wednesday morning.
A Police Scotland spokeswoman said:”At around 01:55 about Wednesday 6 March, authorities received a report of a break-in at home in Bearsden.
“No one was hurt from the incident but numerous items were stolen by the property.”
Police said an investigation had begun and inquiries had been ongoing.
Up a contract was signed by the Northern Irishman before June 2022 with all the English Premier League club.