The 24-year-old and his girlfriend, Alessia Elefante, were allegedly physically assaulted and tied up by several men at the Paris home who fled with £432,000 worth of the couple's possessions.
According to AFP, Donnarumma and his partner took shelter in a nearby luxury hotel at 3.20am, where they were looked after by hotel workers.
The distressed couple were later taken to hospital to receive further care following the harrowing ordeal.
An investigation is now underway regarding the robbery which will be led by the Paris Judicial Police.
"An investigation has been opened on charges of armed robbery in an organised gang and aggravated violence following the events that took place overnight at Mr Donnarumma's place," a spokesperson for Paris prosecutor's office told the BBC.
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Donnarumma becomes the sixth PSG star in recent years to have fallen victim to a house robbery.
Most famously, Angel Di Maria was forced to leave the field 60 minutes into their game against Nantes in 2021, after receiving word his house had been broken into.
PSG captain Marqinhos also fell foul to criminals that night when his parents' house was targeted whilst they were home.
Thiago Silva, Mauro Icardi and Sergio Rico have also been the victims of robberies in recent years.
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Following the burglaries on Di Maria and Marquinhos, PSG confirmed they had temporarily reinforced security near the houses of all its players.
But the latest attack on Donnarumma may urge the club to rethink their strategy of safeguarding their stars.
Donnarumma is kicking off his third season in the French capital following his free transfer switch from AC Milan in 2021.
The Italian has fought off the challenge of Keylor Navas to claim the No.1 shirt despite the jury being out on him following a number of costly errors.