Essex Police said it received a call at around 6.20pm on Tuesday, and it was reported four suspects had forced entry and searched the address before fleeing.
As first reported in The Sun, 38-year-old Wright was said to have heard a patio window smash and then hid in a locked bedroom together with his 37-year-old wife until police arrived.
In a statement, Essex Police said detectives are “continuing an investigation into a burglary” at an address in the county.
Police were also alerted via a state-of-the-art security system at the couple’s home, and the raiders wore balaclavas and were dressed in black.
Keegan made her name as an actor as Tina McIntyre on Coronation Street, and has also starred in the BBC military drama Our Girl and the Sky comedy Brassic.
