She had arrived back in London from a holiday in the Caribbean to find her house had been burgled. Her immediate concern was for her housemate but after she found out he was okay, she worried for her medals.
"When I heard that they weren't there my immediate reaction was an emotional one as I put so much effort into winning them," the 24-year-old wrote on her blog.
"I also know that you can't insure Olympic medals, and although you can get them replaced - I'd know they weren't the originals."
The medal collection, which may have included her two bronze and two gold Olympic medals, was later located. In the end, the burglars managed to steal her fiancé Harry's car and "some other electronic goods."
"As anyone who has ever been burgled knows, it's a horrible feeling, but we're now leaving everything to the police - who have been great in dealing with this upsetting episode," the Mansfield-born athlete wrote.
"Also, thank you to everyone who has been in touch to show their concern, just shows that the vast majority of people are decent human-beings - unlike those who broke into my house last night."
Rebecca had just returned from a break in St Vincent and the Grenadines with her swimmer fiancé 21-year-old Harry Needs.
She shared photos of their luxurious break with her Twitter followers. "Sad to be leaving Palm Island :-( Such a beautiful place!," she wrote.
The couple got engaged earlier this year shortly after Rebecca announced her retirement from competitive swimming in February.