Detectives are appealing for anyone with information to come forward.
At 6:30pm on Tuesday 21st January, a man forced entry into an address in West Knighton.
The suspect is described as wearing dark clothing, gloves, a scarf and his face was covered.
A set of keys were reportedly stolen.
Detective constable Liam Moss, of Dorset County CID, said: “Our investigation is continuing and a number of enquiries have been carried out so far, including an examination of the scene and house-to-house enquiries.
“I am appealing to anyone who saw or heard any suspicious activity in the village around the relevant timeframe to please get in touch.”
Anyone with information is asked to contact Dorset Police at www.dorset.police.uk or by calling 101, quoting occurrence number 55250009878. Alternatively, independent charity Crimestoppers can be contacted anonymously online at Crimestoppers-uk.org or by calling Freephone 0800 555 111.