The theft took place in the early hours of Monday morning.
Local police confirmed to ESPN that the burglars stole jewellery, money and other goods worth an estimated €3 million but did not reveal whether anyone was home when the robbery took place.
Spanish police opened an investigation and have now arrested four people in Malaga and two others in Denia, Alicante.
Four of the six detained are Albanian and all are reportedly members of an organised gang specialising in burglary.
Diario de Ibiza report that part of the loot has been recovered.