The pair moved into the plush Alderley Edge home just before Christmas.
A source told The Sun: “They are devastated. The house is the first they have moved into as a couple and is very special to them.
“Thankfully, neither was at home, but they are very upset that their personal space has been invaded.
“They love the house because it is tucked away down a very quiet street with no passing traffic.”
The raid is the latest in a series of burglaries targeting footballers while they are out at matches.
Ruben’s former Manchester City teammates Jack Grealish, Raheem Sterling and Riyad Mahrez have all fallen victim to the gangs in recent years.
A Cheshire Police spokesperson said: “Shortly after 11.10pm on Wednesday 28 January, police received reports of a burglary at an address in Alderley Edge.
“Officers attended and found entry had been made to the property and a number of items had been stolen. Enquiries are currently ongoing.”