Pogba's home was broken into as he played against Atletico Madrid for Manchester United in the UEFA Champions League.
The 29-year-old was a second half substitute as United bowed out of the competition at the round of 16 stage with a 2-1 aggregate defeat to the Rojiblancos.
Pogba's two kids were at home with their nanny when the incident occurred but his wife was also in attendance at the match.
Pogba scored in the 2018 World Cup final in Russia when France defeated Croatia 4-2.
“There were jewels from my mother, my world champion medal," Pogba told L'Equipe.
“What scared me the most was that my two children were at home with the nanny during this incident.
“She overheard everything, called my wife and security, then locked herself with the boys in a room. For several days, she was shocked. The main thing is that my children are well.”
An injury-hit campaign has seen Pogba make just 23 appearances for Manchester United across all competitions this season, although he has still contributed one goal and nine assists.
Pogba's contract at Old Trafford expires this summer and there are no indications that he wants to extend his stay at the club.