Two Audis and a Volkswagen Golf were taken from the house at Whytebank Row, and while the Golf was recovered in Penicuik the following day, both Audis are still missing.
They are a black Audi RS4 with registration number OE07 NMW and the silver Audi with plate P33 OST.
Anyone who saw anything suspicious or has seen the missing vehicles is asked to contact Police Scotland on 101.