Thieves targeted his accommodation in nearby Formby while he was out on the Southport links on Thursday, stealing his clothes and other personal items.
The 6ft Swede, who has broken a club or two in fits of temper when playing, said he would have preferred to have been at home when the intruders struck.
Asked how he felt he said "I think it was anger from the word go. I was also happy that my family wasn't there - and maybe a little disappointed I wasn't! I'll be out there looking (for those responsible) tonight.
"It was kind of surreal and to find out that my suitcase and all my clothes were gone was a bit weird.
"I still had some dirty laundry in another bag so I managed to wash some of that up and (Hugo) Boss provided some other stuff.
"Actually they missed my carry-on (case) so they didn't get the full jackpot but they got obviously a lot of valuables, watches and other things.
"They were clearly targeting me because they were there when I was out playing and they stole all my gear - normally I don't think burglars would take clothes.
"All my gear is gone so if you see people 'Bossed up' in this way (pointing at his sponsored shirt) feel free to ask what they were doing between 12 and 4pm yesterday."
Stenson insisted the incident did not affect him too much as he went out on the course again on Friday, shooting 73 to be one-over for the tournament and seven behind leader Jordan Spieth.
"Yesterday I wasn't looking forward to having four hours of semi-chaos and police running around the house and having to go out," he added.
"I would rather just go back and wind down and take it easy and that was all I was looking forward to and that didn't happen.
"I've been quite lucky with those kind of situations so I guess sooner or later there's always a chance it might happen and unfortunately it did.
"I think it will make me a little bit cautious of a few things going forward."
