Const. Ian MacDonald says there were many other valuables in the home when someone broke in on Wednesday night, but the only things missing were the animals.
The puppies, which could fit in the palm of a man's hand, were recently advertised for sale by the owner on an Internet website.
Police say they believe the theft was targeted.
The missing four-year-old female dog is a Yorkie, while her pups are what's called morkies, or a cross between a Yorkshire terrier and a Maltese.