The incident began at 22:00 local time when at least five people broke into the 57-year-old’s villa in Altavilla Vicentina, local media reported.
The veteran footballer was taken to an emergency room in Arzignano and was treated with stiches to his forehead after one burglar hit him with a gun.
In his first public address since the incident, Baggio thanked well wishers, adding: “Now all that remains is to overcome the fear.”
Baggio added that “fortunately the violence I suffered only caused a few stitches on my person, bruises and a lot of fear”.
Corriere della Sera reported that the violent incident took place while Baggio and his family were watching Italy take on Spain in the European Championships.
Luca Zaia, the president of Veneto region, said all Venetians hope Baggio can recover “from this bad evening”. He described the striker as the “symbolic champion of our football and our region”.
“What happened must be condemned without ifs and buts,” Mr Zaia said, adding that he hopes “the bandits will soon be brought to justice”.
The incident reportedly went on for roughly 40 minutes.
Baggio is said to have tried to stop the burglars, but one of the thieves hit him on the forehead with a gun, the AFP news agency reported.
Shortly after, he and his family were locked in a room while the culprits tore the house apart searching for valuables. It is unclear how much was taken in the robbery.
His family is said to be shaken by the incident in the Veneto region, but not injured.
When the footballer felt it was safe to do so, he broke down the door of the room they were locked in and called the police.
