Luka Dončić's home burglarized, adding to list of targeted homes of high-profile athletes

Nobody was home at the time of the burglary, and everyone is safe, Seager said.

The NFL cautioned players to be on high alert after homes were targeted last month that were believed to be tied to international organized crime. 

In the memo, the league also urged players to take precautions, including installing home security systems. They were also encouraged not to post images of expensive items or live updates of their whereabouts on social media. 

"I feel like my privacy has been violated in more ways than one. And way more is already out there than I would want out there and that I care to share. So, that's all I got to say about that," Burrow said earlier this month.

"We live a public life, and one of my least favorite parts of that is the lack of privacy. And that has been difficult for me to deal with my entire career. Still learning. But I understand it's the life that we choose. Doesn't make it any easier to deal with."

Fox News' Scott Thompson contributed to this report.