Springer spaniels Robbie, Jazz and Keedi were taken from Keith and Liz Fetches' farm off Main Street in Thornholme, between Driffield and Bridlington, overnight between Thursday and Friday.
The thieves had to pass the window of the bedroom where the couple were sleeping to reach the secure kennel enclosure.
A fourth dog was left behind and it is believed he may have been too nervous to risk taking.
The theft of Robbie, who is 14, missing an eye and partially deaf, has particularly confused his owners as he is too old to be used for breeding, although nine-year-old Jazz and Keedi, two, are younger.
All three spaniels are microchipped and are trained as gundogs, though Robbie and Jazz had been retired.
The Fetches suspect that their beloved pets may have been stolen to be used as bait for illegal dog fighting.
Their neighbour Jo Milnes said: "The thieves have gone through four different gates and doors to get to the dogs, opened the individual kennels and taken three dogs. They have actually left one dog behind and it's presumed he got away from them as he was found cowering in his kennel at 6.30am on Friday.
"The owners are obviously devastated and at a loss as to how to cope with it all. Robbie only has one eye, is going blind in the other eye and is slightly deaf. Jazz needs medication daily and Keedi has a broken tooth. I have known the couple all my life - Keith is 80 now and the dogs are his life.
"A lot of dogs are being stolen at the moment for either breeding, selling to unsuspecting buyers or as bait dogs for fights. I suppose that they just wanted to take all the dogs and sort out which were useful and maybe dump the ones that aren't. It's a horrid business. The younger dog is still capable of working and he is trained for the job."
Humberside Police's new rural crime team, based in Driffield, are investigating the incident. On Monday they confirmed that the dogs had not been recovered though officers are following several lines of enquiry.