The incident happened sometime between 7am and 5pm on Thursday 21 March at a property in Broughton Crescent.
The victim, a 55-year-old Weymouth man, returned home from work to find thieves had gained entry by smashing a window.
The suspects made off with an iPod Touch, a gold fob watch with a broken glass face, a gold cross, a silver St Christopher chain and a quantity of foreign currency.
Police Constable Adam Bayliss, of Weymouth police, said: “This crime has left the victim very shaken, and he is understandably upset that his personal belongings have been rifled through by strangers.
“I am appealing for anyone who may have witnessed this incident or has information about those responsible to contact police as soon as possible.
“I would also appeal to anyone who recalls any suspicious activity in the area at the time of the burglary.
“It is possible that members of the public may be offered the jewellery in unusual circumstances and we would urge them to speak to police as well.
“All calls will be treated in the strictest of confidence.”
No arrests have been made.