The Sun newspaper reported yesterday that a nanny confronted the man in the grounds of the £10m home and shouted until he fled.
It is reportedly the third raid in the West London street in weeks and follows a 2008 break-in at the same home.
A source told The Sun: “It happened in broad daylight and could have been a lot worse. Luckily Frank and Christine were both at work.
“The nanny saw the man on CCTV and went outside.”
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No one was arrested but the Sun says the couple have since increased security, with friend of Frank providing advice.
A neighbour told the newspaper: “Frank’s house was broken into two or three weeks ago.
“Householders put around warning leaflets after the other raids and two Range Rovers have also been stolen recently.”
Christine, 39, is set to face an alleged stalker at court in June.