Donnarumma and Alessia Elefante were reportedly tied up by several armed men, who made away with valuables worth €500,000.
The Italian international is the latest Paris Saint Germain player to have his home burled in recent years following similar raids in the homes of Marquinhos, Angel Di Maria, Thiago Silva, Sergio Rico and Mauro Icardi.
Donnarumma and his partner sought refuge in a nearby hotel following the incident and police are assisting in investigations.
A spokesperson for the Paris prosecutor's office told the BBC: '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.'
Donnarumma's agency also released a statement on the incident which read: "Raiola is aware of an incident concerning Gianluigi Donnarumma and his partner in the early hours of this morning."
"They are in shock at what happened but doing well under the terrible circumstances. Both are assisting the police with their enquiries. Gigi, his parter and Raiola will be making no further comment until the police complete their investigation. We ask you to respect Gigi and his partner's privacy at this time."
