The Los Angeles Times reported that thieves made off with most of his trophies from his 64 tour wins, two Davis Cups, an Olympic ring and six trophies for his world number one rankings from 1993 to 1998.
But Sampras still has all but one of his grand slam trophies.
"I have 13 of my 14 Grand Slam trophies. My first Australian Open trophy (1994) is gone, and so is everything else," said the now-retired Sampras.
Sampras, 39, only discovered they were missing about three weeks ago.
"Losing this stuff is like having the history of my tennis life taken away," he said.
• Former U.S. Open winner Juan Martin del Potro will resume his comeback from wrist surgery at the Sydney International in January after accepting a wild card into the tournament.
Del Potro dropped out of the tour after this year's Australian Open and had surgery on his right wrist in May, falling from 4 to 259 in the world rankings. After withdrawing from the US Open, becoming the third defending champion in the Open era not to compete, the Argentine lost both of his comeback matches in Bangkok in September and Tokyo in October.