Burglars targeted the property, in Cobham where Chelsea’s training ground is based, and made off with the 4×4.
Ghana midfielder Essien, 32, left the Blues for Italian club AC Milan in January 2014 but still owns the property purchased during his time at Stamford Bridge.
Two other vehicles, a Mercedes and a BMW, were stolen from a neighbour on the same day.
A spokesman for Surrey Police told Sportsmail: “On Tuesday, 7 April, Surrey Police received reports that three vehicles were stolen from two different addresses in Cobham in the early hours of the morning.
“A Range Rover Vogue was stolen from the driveway of one property while a Mercedes and a BMW were stolen following a burglary at another address.
“Officers have carried out a number of enquiries including extensive house-to-house in the local area and the investigation remains ongoing at this time.”
Essien joined Chelsea during the first Jose Mourinho era in 2005 and made a total of 256 appearances for the club, scoring 25 times.
He won two Premier League titles, four FA Cups, the League Cup and the Champions League during his eight seasons with them.
After spending the 2012-13 season on loan at Real Madrid in Spain, Essien moved to Milan on a 17-month deal in 2014.