Scotland Yard has not established how they gained access to the offices at Stamford Bridge in south west London.
The raid is thought to have taken place between 1230 GMT on Sunday, the day after the home game with Bolton, and 0630 GMT on Monday.
It is not yet known if sensitive information was held on the laptops.
Roman Abramovich is believed to be the actual owner of the stolen laptops, and is very angry about the break in. He is also un-aware of any person who would hold a personal grudge or want to steal them.
Police say it was a very professional raid, in that it was obviously well planned, as there was no sign of them on CCTV or any pointer to as how they got in, exactly.
Mr Abramovich was again in attendance today to see his Chelsea side brush aside neighbours Fulham 1-0, and move to second in the league, seperated from Arsenal on alphabetical order!