Penn, best known for his roles in the "Harold & Kumar" films and TV's "House", reported that the first suspect approached him at 1.20 a.m. Tuesday with a gun and ordered him to get down on the ground before taking his wallet and cell phone. A second suspect then joined him, The Washington Post reported.
It cited Jennifer Goodwin, Penn's agent, as confirming the actor was robbed early Tuesday morning.
Before stepping down from his White House job, Penn had been tasked with working with Asian-American and Pacific Islander communities, as well as arts groups.
Penn took the job in April 2009 but announced earlier this month that he was leaving his post to participate in a third "Harold & Kumar" flick. "A Very Harold & Kumar Christmas" will hit theatres in November.
Penn's "Harold & Kumar" co-star John Cho recently confirmed to Collider.com that the "Christmas" script is in. He said the story is set sometime after the events of the second movie and that there's a plan to bring Neil Patrick Harris back, despite the fact that he was killed in "Harold & Kumar Escape From Guantanamo Bay".