Sky Sports News understand that Charlotte Searle and her daughter Lola came face to face with two intruders after being awoken at around 1am.
They barricaded themselves in during the raid, which saw several boxes full of Rodgers' belongings from his time as Celtic manager taken.
The former Liverpool and Swansea City boss was in Leicester as thieves ransacked his home.
Several of the medals and trophies won by the 46-year-old during his two-and-a-half years at Celtic Park are understood to be among the items missing.
A police investigation has been launched after officers were called.
Rodgers won seven major honours with the Hoops and was on course for a third successive domestic treble when he opted to move to the King Power Stadium last week, but the decision has provoked an angry reaction from Celtic fans.
Prior to last week's clash at Heart, some supporters were heard chanting “I hope you die in your sleep Brendan Rodgers” followed by “with a bullet from the IRA”.
Watford inflicted upon Rodgers defeat in his first game in charge of the Foxes.
Relegation-threatened Fulham are the opponents for his opening home match on Saturday.
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