However, Hadid's father, real estate developer Mohamed Hadid, told TMZ that his daughter had personal items, jewellery and cash stolen from their villa.
"The house was robbed," he said. "They (thieves) broke into the house and took personal things."
Hadid, who is worth an estimated $20 million, has spent the past few weeks in Greece with her sister Bella Hadid, half-sisters Alana and Marielle and their friends.
A source told TMZ the girls went out for the night and came home to find their belongings scattered around the rental house. They reportedly filed a police report, but the authorities aren't making the case a priority.
Thousands of fans posted to her Instagram account, checking in to see if the model was safe.
"The fact that you were so honest about it is just amazing. thank you for that! also: thank you for these pictures that make us feel on a trip with you! keep posting," wrote one.
"Oh God so sorry for you Gigi," said another.
Others, however, questioned the way she slammed the country on social media.
"Greece is not a country with criminality but there's times that this will happen, I can assure you all, that LA is much worse, so don't blame Greece," argued one.
"This is slandering. Go elsewhere but don't use your impact to deter others from going," said another.
After the robbery, the friends all cut their vacation short and took a private plane back to the States.