In the video clip, posted on Instagram, Modise said she was held up at gunpoint by “boys” who took her mobile phone and keys and drove off with her car.
The Portia Modise Foundation said the former Banyana Banyana star was still shaken by the incident.
Modise, the first African football player to score 100 goals, retired from football in 2015.
In her post, Modise, 41, says she wasn’t physically injured during the incident.
“When I arrived home… there were a few guys who pointed firearms at me and hijacked me… I am not OK but I am grateful for life.”
She goes on to give the registration details of her stolen vehicle, urging people to call her if they spot it.
“If anybody has seen this car, it’s a blue Polo Golf – that is my car,” she says.
The video has received an overwhelming response from fans and supporters, however, the car has not yet been recovered.
The 41-year-old made her international debut in 2000, aged just 16, and went on to make a record number of appearances for Banyana Banyana.
In 2005 she was nominated for the Fifa Player of the Year and the following year she claimed the Player of the Tournament award at the African Women’s Championship.
She has since moved onto coaching.