The raid at the property in St Michael Street happened between 6.16 pm and 7.40 pm last night, Tuesday.
Thieves took a large amount of personal jewellery, including diamond rings, bracelets and earrings, valued at about £5000.
Constable Peter Meechan said: “This break-in has happened over a relatively short period of time when the house was empty. We want to hear from anyone who was in the vicinity of St Michaels Street in the town on Tuesday evening and who may have seen or heard something suspicious, in particular in the area near to the premises of The Beauty Box.
“Callers can pass information to us at Dumfries through the 101 number, or if they would prefer to remain anonymous then through Crimestoppers on 0800 555 111.”