Michelle Keegan and Mark Wright were at home during the robbery

The parents-to-be were victims of a robbery at their €3.5million mansion in Essex on Tuesday evening.

It is understood that the pair heard a window smash before their security alarm went off on Tuesday. They then rushed to their bedroom for safety.

The couple locked themselves in a bedroom when "four masked raiders broke into their home around 6 pm."

The burglars were only in the couple's mansion for around a minute, according to The Sun.

The gang, who were wearing balaclavas, fled the scene when Mark Wright started yelling at them.

They reportedly left the scene empty-handed.

Both Mark Wright and Michelle Keegan are "very shaken up" following the incident.

An insider told the publication: "It was a traumatic experience for both of them but they are relieved that neither of them were injured.

"Mark did the sensible thing and stayed with his wife to make sure she was OK and they waited for police to arrive before leaving the room. It was a horrible thing to go through, particularly for someone who is heavily pregnant.

"They are understandably very shaken up by what happened," the source added.

Keegan is currently pregnant with the couple's first child. She announced her pregnancy in December.