Five to six unknown people wearing masks climbed over the fence of the country house at about 4:00am Moscow time, then broke into the house and tied her parents up," a police spokesman was quoted as saying by the Russian media.
"They took money and valuables worth some five million roubles ($A234,041)."
Her father Jamal appeared on Russian television, showing scabbed-over bruises on his scalp, cheek and forehead.
"They started to beat me up, I resisted, then they hit me either with their hands or a pistol," Jamal Chakvetadze told Russian television.
"It was dark, told me I had a child there, reminded me about it, so that I gave them everything. So I did."
Russian tennis chief Shamil Tarpishchev later said that 20-year-old Chakvetadze was not hurt in the incident.
"The most important thing was that no one was hurt. I was told Anna didn't even try to resist the robbers," Tarpishchev said.
Police later said they were looking for suspects but gave no details.
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This was the latest in a series of violent crimes against high-profile sports figures in Russia and other former Soviet republics in recent years.
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