The three works were taken from the apartment of Diana Widmaier-Picasso on 26 February while she was sleeping.
The artworks by Picasso, valued at 50m euros (£33.7m), included a portrait of his daughter, Maya with Doll, and one of his second wife, Jacqueline Roque, and are "apparently in good condition", according to Olivier Baratelli who is the lawyer of Ms Widmaier-Picasso.
The Picasso drawing, which was the third item stolen, was entitled "Marie-Therese at age 21".
Maya Picasso was Pablo Picasso's second child, and the artist completed the portrait of Maya, who is Ms Widmaier-Picasso's mother, in 1938.
The artworks of Pablo Picasso are considered among the most valuable in the world and have often been targeted by crooks.
