"Today is a sad day," Neal wrote. "I just got home from Sacramento and my house was broken into. Say a prayer for me and my family."
"It makes me sad that somebody would steal the things I worked so hard to get. Thanks to all of you out there for the love," he posted.
Neal was a fullback for the Chargers from 2003 to 2008.
He said some of the stolen items include a Saints jersey, a Bengals jersey, his Mohammed Ali versus Joe Frasier boxing gloves, and some jewelry.
Neal is offering a $5,000 reward to anyone who helps recover the stolen items.