Ukraine based themselves in Benidorm on the Spanish east coast to prepare for the decider.
According to Ukrainian journalist Igor Burbas, the team was then subjected to a break-in at the players' hotel. Unknown perpetrators entered the rooms while the players were away.
They stole money, luxury items and watches worth thousands of euros, Burbas said, according to Portuguese newspaper Record.
According to reports, assistant coach Alberto Bosch, a Spaniard, was robbed of around 1,800 euros, equivalent to about 19,600 Swedish kronor.
It is still unclear whether any suspects have been arrested following the incident.
Corrected: An earlier version incorrectly stated that national team captain Serhiy Rebrov had been robbed of money and gave him the wrong title.
