"For anyone who knows my dad, knows he has worked extremely hard to get where he is and he doesn't deserve this.
"We are so grateful that we are safe and no one was hurt, but it's a horribly intrusive feeling knowing someone would do something so violating and disrespectful.
"If anyone has any information please contact me!"
Warren's son Mark echoed his sister's comments on Instagram, labelling the thieves "coward scum".
"I also feel a sense of helplessness, that this scum, could take a treasured family piece Dad's @nrl Hall Of Fame Ring that night, so special on so many levels to us," Mark posted.
"Very hurt and disturbed but to these cowards please know that with all our combined networks, all areas, along with the @nswpolice & @nrl the focus will come your way.
"Be assured of one certainty, that Karma comes with gravity when you knock on our family door. Mostly though, thank you my Lord our family were not harmed."
Ray will continue to call the NRL in 2021 despite considering retirement after last year's State of Origin series.
"When I walked away after that Origin, I thought that was it," Warren told The Sydney Morning Herald earlier this month.
"I was ready to pull the pin on everything last year but when I thought about it that wasn't the type of season I'd like to go out on."
