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"Nothing quite like coming home from Dauphine and finding your house ransacked by thieves," said Millar via Twitter on Monday.
According to Millar, the thieves took many of his racing memorabilia, as well as computers, watches and televisions.
Millar's wife, Nicole, and their two children, Archibald and Harvey, were away in France watching Millar ride in the Dauphine, so the property was left unoccupied. Several jerseys were taken that had been put aside for his children.
Fran Millar, David's sister, added on Wednesday that one of the stolen watches was given to Millar by Mark Cavendish for being road captain at the road race world championships, and another was from his grandfather.
Millar is riding his final year with the Garmin-Sharp team before retiring at the end of the season. The team's Andrew Talansky won the Criterium du Dauphine.
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