Four women pulled into the driveway of the former champion's mansion last weekend.
Three people rush up the steps and pick up the package, but were startled by a noise and ran off. Seconds later they came back - opened the package - and removed the contents.
Police said beauty products were inside the package.
Hogan recently received $31 million to settle a lawsuit with the now defunct Gawker website, which posted a sex tape of him.