The burglary took place on the intervening night of November 28 and 29 at Mr Tharoor's Lodhi Estate residence and he was informed about the incident by his servants on November 29, a senior police officer said.
A case has been registered at the Tughlak Road police station on Mr Tharoor's complaint.
In his complaint, the lawmaker told police that thieves climbed the wall of his official residence and took "an antique Nataraja idol, 12 small Ganesha idols, and 10 small Hanuman idols".
Mr Tharoor's office has also been burgled with a dozen pen drives and an Internet dongle being stolen.
Police have started probing the incident and has lifted fingerprints from his house. Special teams have been formed to identify the accused, who are suspected to be vagabonds roaming in the area. The patrolling has also been stepped up in the area that house residences of several politicians.
Police are questioning the staff of nearby houses to find any clues that could lead them to the burglars. There is no CCTV footage that could be found from Mr Tharoor's residence but cops are scanning the footage from nearby houses to identify the accused.