Thieves broke into the home when Kenyan midfielder Wanyama was away for the game at Aston Villa on Monday night.
When the 23-year-old returned he found his Range Rover Sport, electrical items and jewellery had been stolen from his home in Winchester
The vehicle was later found in Iver, Buckinghamshire.
A Hampshire Police spokesman said: "Officers are currently investigating a burglary at a house in the St Cross area of Winchester
Entry was forced to the home between 8.30am on November 23 and 2.15am on November 25.
"Items of electrical property and jewellery were stolen from the address along with the keys to a Range Rover Sport which was then stolen from the driveway.
"The car was located during the early hours of Tuesday November 25 in Iver, Buckinghamshire, and has been recovered."
Source: PA