You could say this, and it would make sense. There are a TON of ways to say this though:
1. Someone stole from me.
2. I/We was/were burglarized
3. My home was broken into.
4. A thief stole (item(s)) from my home
5. We were victims of home invasion.
6. My car was broken into.
I guess what I am trying to say is, is that there is no "right" way to say this but a native speaker would probably describe the incident a little more clearly with something like the examples I provided.