Last week, when Pogba was playing in his side's Champions League defeat to Atlético Madrid, he said his family's "worst nightmare" was realized when their home was burgled.
In an interview with French newspaper Le Figaro, the France star disclosed more details about the burglary, saying that in the safe stolen were "my mother's jewels, [and] my World Cup winner's medal."
"What scared me the most," he continued, "was that my two children were at home with the nanny during this incident. She overheard everything, called my wife and security, then locked herself and the boys (ages two and one) in a room."
Pogba represented France during the 2018 World Cup, scoring a goal in the final as they beat Croatia 4-2 to win the championship.
In the same interview, the 29-year-old also revealed he has struggled with depression.
"Sometimes, you don't know you're depressed, you only want to isolate yourself, be alone, and these are signs that don't deceive," he said.
"Personally, it started when I was with José Mourinho in Manchester. You ask yourself questions, wonder if you're at fault, because you have never lived moments like these in your life."
Pogba joined United's academy in 2009 but left for Juventus in 2012 before rejoining the Old Trafford outfit in 2016.
His clashes with then United manager Mourinho were well-publicized at the time; a training ground disagreement was captured on camera and Pogba was stripped of the vice-captaincy in 2018.
CNN reached out to Mourinho for comment but did not receive an immediate response.
Pogba is currently with his national side, preparing for France's upcoming friendlies against the Ivory Coast and South Africa.