It was Dr Clayton's first day at work in Wellington after bereavement leave, and Mr Clayton had been home with his brother-in-law most of the day.
However, they had travelled into town and had been gone for just over an hour.
"It was like they were watching us," Dr Clayton said.
The culprits had jemmied open the front door and gone through the house.
"Dave rang me and said, 'Do you want some bad news'? And I said, 'No'."
Their two rottweilers, which were locked in a back part of the section, had failed to deter the raiders.
"They've gone through my bedroom and my jewellery box, looks like it had just been emptied," she said.
Among items stolen were photographs taken when family and friends had gathered after the funeral to celebrate Sheena's life.
They had also taken a television, cellphones and chargers, laptops, cameras, jewellery and three firearms.
The Claytons are pleading for the photos and some items with sentimental value to be returned - such as a bag of keyrings of places Dr Clayton had travelled to, and the guns, which were given to Mr Clayton by his father.
"Most of it doesn't matter, but there were a few things that actually meant a lot to me from my grandmother," Dr Clayton said. She has appealed to the burglars by placing a public notice in the Times-Age.
"I think the most hurtful thing was not the photos but she'd given me some jewellery too - some of that had come from my grandmother," she said.
Despite the couple's troubles, they said the wider community had been "fantastic and supportive".
"They've said, 'It's a lovely place. Please don't take this as a welcome to the Wairarapa'," she said.
"Everybody we've talked to has been so upset for us on top of everything else.
"There's always a few that spoil it."
Following a spate of robberies, residents have taken action by starting a Neighbourhood Watch group, which met on Sunday.
Masterton police said they would welcome any information on the incident.
