A GROUP of four Essendon players has been left shaken by a frightening home invasion, which saw four cars stolen from the Maribyrnong home they share.

Jayden Laverde, Conor McKenna, rookie-listed ruckman Shaun McKernan and VFL listed player James Ferry weren't injured in the brazen robbery. 

It's alleged a number of offenders, some armed with baseball bats, broke into the property the players share around 4am on Friday morning.

The three senior players all took part in training at the club's Tullamarine base later on Friday.

"Once inside they took wallets and keys to four vehicles, then drove from the property in the cars," a Victoria Police spokesperson told AFL.com.au. 

"One of the residents woke up after hearing one of the vehicles, a Volkswagen, crash nearby and saw a man getting into another vehicle. 

"It’s believed the offenders arrived at the property in a stolen Toyota Camry, which has since been recovered dumped in Maribyrnong. 

"The Volkswagen stolen from the property has also been recovered nearby. 

"The other three vehicles, a Mazda and two Holden Commodores, remain outstanding." 

Essendon confirmed the identities of the players who were victims to the early-morning invasion.

"This was obviously quite a frightening experience for the players involved," football manager Rob Kerr said.

"We are extremely thankful the players were not harmed, and we have offered them the appropriate avenues of support.

"We would like to thank Victoria Police for their prompt response and follow up.

"The players are keen to put this unfortunate incident behind them, so we ask the media to please respect their privacy."