Martin posted video on Instagram on Wednesday showing the passenger side window of the vehicle smashed and police officers speaking to a member of the Australian delegation.
"Our van got broken into last night," he said. "Luckily my bikes weren't in there, although my bike bags were in there with some things in it.
"What a crazy start to the trip."
Martin, who won gold in Tokyo ahead of Venezuela's Daniel Dhers, also lost his wallet.
The incident occurred in Brussels, where the Australian team was at a training camp before leaving for Paris on Wednesday.
