Essendon Bombers Jayden Laverde, Shaun McKernan, Conor McKenna and VFL-listed defender James Ferry were victims of car theft at 4am last Friday morning.

SEN's Sam McClure reported on SEN Breakfast that four men armed with baseball bats broke into the Maribyrnong home, stealing wallets and the keys to four cars they used to flee the scene.

One of the players woke to the sound of his car, a Volkswagen, crashing nearby. He then saw the driver enter another vehicle.

Two Holden Commodores and a Mazda were also stolen.

Police believe the burglars arrived in a stolen Toyota Camry, they are also believed to be of African descent.

"Once inside they took wallets and keys to four vehicles, then drove from the property in the cars," a Victoria Police spokesperson told AFL.com.au.

"It’s believed the offenders arrived at the property in a stolen Toyota Camry, which has since been recovered dumped in Maribyrnong.

"The Volkswagen stolen from the property has also been recovered nearby.

"The other three vehicles, a Mazda and two Holden Commodores, remain outstanding."