Authorities say the Grammy-winning artist was not home when during the robbery early Friday morning.
St. Louis County police spokesman Rick Eckhard says a man used a window to get in and out of Nelly's home. He said three people were inside the house at the time and one confronted the intruder.
Eckhard says the man was able to get away with a duffel bag of electronics, a video game system and video games.
No one is in custody.