The burglary occurred in the town of Formby, north of the city, either late Wednesday or early Thursday while Liverpool hosted Chelsea, Merseyside police said.
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The police said jewellery and an Audi RS6 were stolen, although the car was later recovered 20 miles away in Wigan. The occupants discovered the burglary when they returned home early on Thursday.
Police said they are collecting security footage and have forensically examined the Brazil international's home and car.
Nine of the estimated 3,000 fans who gathered outside the stadium were arrested on charges ranging from assault to disorderly conduct, police said on Thursday.
Supporters were urged to stay home because of the coronavirus pandemic. Police said the "vast majority of the crowd were good natured and had dispersed by 2 a.m."
Fabinho is the latest Premier League star to be burgled. Tottenham's Dele Alli was held at knifepoint by burglars who stole jewelry from his London home during the coronavirus lockdown in May.
Alli's teammate Jan Vertonghen was burgled during a Champions League match earlier this season while Liverpool's Sadio Mane has also been targeted.