Norris, who was unharmed in the incident, attended the final in which England lost on penalties to Italy.
In a statement issued on Monday night, McLaren confirmed Norris was involved in an incident after the match and that the watch he was wearing was stolen.
“Thankfully, Lando was unharmed but he is understandably shaken,” the statement said. “The team is supporting Lando and we are sure that racing fans will join us in wishing him all the best for the British Grand Prix this weekend.
“As this is now a police matter we cannot comment further.”
In a photo taken before he left the stadium and posted on Norris’ Instagram feed, a Richard Mille watch was visible on his wrist. The watch, believed to be a limited edition in the blue and orange colours of McLaren, retails for over $100,000.
Several reports of violence in and around Wembley emerged following the final, with police confirming 49 people were arrested at the event and 19 officers were injured in clashes with volatile crowds around the ground.
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