Police confirmed they were investigating a burglary at the stadium following reports that a watch had been stolen from a changing room.
A representative for 28-year-old Lingard, who is at the east London club on loan from Manchester United, said they would not comment on the on going probe.
Lingard has a collection of high-end watches, some thought to be worth six figures, according to The Sun.
A source told the newspaper: “Jesse was devastated, but nobody can believe it.
“It’s completely unheard of for something to be stolen from inside the players’ dressing rooms during a game.”
London Stadium rooms are accessible only to players and senior officials and are monitored by CCTV. The ground is also patrolled by security.
They are monitored by CCTV and patrolled by security.
A Metropolitan Police spokesman said: “Police are investigating a burglary at the London Stadium.
“It was reported that a watch was stolen from a changing room on the afternoon or evening of Sunday May 9.
“There have been no arrests and enquiries continue.”