A number of the stolen possessions of Essendon great James Hird were found dumped after thieves targeted his Melbourne home overnight.

Hird revealed to 9NEWS that he and his wife and four children were asleep when the unknown offenders broke into the Toorak residence sometime between 12am and 1.30am.

"We were all upstairs sleeping, it was a bit scary," the 45-year-old said after an AFL event this afternoon.

"We were all upstairs sleeping," Hird told 9NEWS as he discussed the robbery. (9NEWS)

"My son actually woke up (later in the night) and saw the door was open, but didn't think much of it.

"Not ideal... but luckily no-one was hurt."

Hird’s silver Audi Q7 station wagon was snatched, along with a number of electronics.

The unknown offenders entered Hird's home between 12am and 1.30am. (AAP) (AAP)

The offenders then drove more than 30km south-east to Hallam, where a number of the family's possessions were dumped.

Police are now searching for the luxury vehicle, which has registration XCA-676 .

Investigations are ongoing. Police are now reviewing CCTV footage, while locksmiths also spent the morning tightening security at the home.

Hird stepped down as coach in 2015. (AAP) (aap)

Hird played as a mid-fielder and half-forward for the Bombers from 1992 to 2007, earning legendary status kicking 343 goals and claiming a Brownlow Medal.

After retiring as a player, he was appointed coach in 2010; three years later the club became embroiled in a supplements scandal, leading to the AFL banning Essendon from the 2013 finals series.

Hird stepped down as senior coach in 2015.