The haul includes valuable eternity rings and a gold bracelet.
The theft happened at the property in Hardthorn Road some time between Saturday and Monday.
Constable Pauline Kirk at Dumfries said: “This break-in happened while the occupants were away from home. We are particularly keen to hear from anyone who may have heard a burglar alarm sounding in the area at around 2 am on Monday morning.”
Anyone who can help should call officers on 101.