The break-in occurred Friday evening at the Palace of Westminster offices of Miliband, the leader of the opposition Labor Party, The Daily Telegraph reported.
Authorities had not determined whether anything was stolen.
Labor Party officials were attempting to determine whether policy papers or briefing notes had been taken.
The break-in, which occurred after a door was forced, was not believed to have been at the large office used by Miliband, who was at a party conference in the Midlands at the time.
The offices overlook the Thames River and include rooms used by Miliband and Ed Balls, the shadow chancellor, and their staffs to entertain guests and hold policy meetings.
A Metropolitan Police spokesman said officers were called to the Palace of Westminster 6:55 p.m. Friday.