The Chile striker left his luxury apartment in Santiago on Sunday to watch his national team face Germany on TV with friends.
Pinilla, 33, returned to find all his valuables stolen. Police released CCTV images of two men leaving the block in the capital city’s upmarket Las Condas suburb.
The South American ace had an injury hit spell at Tynecastle between 2006 and 2008. He played for Italian club Genoa last season on loan from their league rivals Atalanta.
Pinilla said: “What I have lost is worth almost 1,200 million pesos - £1.4million. They took watches, jewellery, cash and passports.
“We went out around 1.30pm to watch the match, and they broke into the building at 2pm. They forced the door and stole everything that my wife and I had amassed over 14 years together.
“It was a huge shock. We had been planning to return home for good from Europe and we were bringing everything back - and now it has all disappeared.”
Pinilla’s wife Gisella Gallardo added: “The sentimental value of what they have taken is even higher than its monetary value.
“It was an emotional shock for our children, who saw everything strewn around and the doors broken.”
Pinilla has won 45 Chile caps, scoring eight goals. To complete a terrible day for himself he saw his national teammates lose the final 1-0 to Germany in Saint Petersburg.