It’s thought the intruder took jewellery and electrical items as he fled the London property, leaving Kelly shaken but unhurt.
The police were called but the thief had escaped by the time they arrived and now an investigation has now begun.
One of Kelly’s neighbours told the newspaper: “Kelly was burgled last night. Police spoke to me and wanted to know if I had any further information.”
A Scotland Yard spokesman said: “Police were called at around 7.35pm on Tuesday February 11 to a report of a burglary at an address in London.
“There was no report of injury. Officers attended the location and have begun an investigation. There has been no arrest at this early stage.”
Kelly, who co-presents Heart London’s Drivetime show with Jason King, was on the show as normal today.