North Yorkshire Police want to hear from dog walkers or Network Rail employees working close to the farm on the outskirts of Thorpe Willoughby near to the Hambleton Roundabout on the Selby Bypass.
The farm was broken into sometime between 1pm and 5pm on New Year's Eve when entry was gained by snapping the lock of a kitchen window.
Thieves ransacked the building before stealing a Canadian Ice diamond engagement ring with a white gold band and £800 of cash.
PC David Pegg said: "“The victims returned to their home on New Year’s Eve and quickly realised that their home had been burgled after finding their front door wide and kitchen window wide open.
“Every room had been rifled through and their four year-old daughter, who saw the aftermath of the burglary, has been left terrified believing that ‘monsters’ are coming back to get her.
“I appeal to anyone who has any information that could help us to catch those responsible to come forward.”
Anyone who has any information which could assist the investigation or has seen, is asked to contact North Yorkshire Police.