The 74-year-old man and 68-year-old woman were asleep when three men broke into their home at Mennock at about 2 am.
They held the pair against their will and ransacked the house, taking jewellery and phones.
The trio then left and escaped in a vehicle, which was heard driving off towards the A76 which leads to Sanquhar.
The couple were unhurt but were left very shaken.
There is no description at this stage of the three suspects, other than they were all male.
Detective Inspector Dean Little said: “This was a very alarming experience for this couple and although they were not physically injured they are very much distressed over what has happened and it is important that we catch those responsible.
“This is a despicable crime, however it is rare for our area.”
He appealed for anyone with information, however small, to get in touch and help catch those responsible.
DI Little added: “We are conducting extensive enquiries in the Sanquhar area and door to door enquiries are underway. A large number of officers are currently working in the Sanquhar area on this enquiry and we want to reassure the community that we will remain in the area providing a visible presence at this time.
“Locals residents are encouraged to approach the officers if they have any information which they feel might be of assistance.”
They can be contacted on 101, or through Crimestoppers on 0800 555 111.