The Paraguayan World Cup finals squad had $US110,000 ($A125,000) dollars in cash stolen from a hotel room in Evian-les-Bains where they are holding a preparatory camp ahead of next month's finals in South Africa according to a source close to the investigation.

The theft took place on Monday according to the source when the thief - said to be of Paraguayan appearance and dressed in sports attire - pretended to be a member of the Paraguayan delegation.

The man had a key to one of the rooms which he showed at the reception desk and claimed he was having trouble with the safe in that room - the staff helped him gain access, and he subsequently fled the scene after taking the money.

The investigators want to know how the thief came by the key to the room and how come he was so well-informed about what rooms the Paraguayans were staying in.

Paraguay - who beat North Korea 1-0 in a friendly last Saturday - are due to play a warm-up match against fellow finalists Ivory Coast on May 30 at Thonon-les-Bains.

The South American side are in Group F at the World Cup, which runs from June 11 to July 11, with champions Italy, New Zealand and Slovakia.

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