According to police, Bryan Danielson and his wife, Brianna, drove into the carport of their Arcadia home and saw a door to the house start to open.
That's when Danielson and his wife, a fellow former WWE star known as Brie Bella, ran inside to check on their dog, Josie.
"I saw the guys running out the back. I chased them. I caught one of them. I kept him until police got there," Danielson said.
Danielson and Cesar Sosa, 22, got into a struggle, but the former champ subdued him until officers arrived, Phoenix police Sgt. Tommy Thompson said. The second suspect got away.
The former champ said he didn't have to apply the "Yes! lock" his signature move to get Sosa to surrender, but he did put him in a rear naked choke hold.
"Unfortunately, he wasn't in very good shape," Danielson said. "So, it didn't take much."
Sosa was arrested and faces a burglary charge. It was not known if he had an attorney who could be reached for comment.
Thompson said Sosa also had a felony warrant for burglary and kidnapping in another case.
Danielson said he was happy his neighbors called 911 to report suspicious activity about 10 minutes before the couple arrived. He said his wife had just picked him up from the airport.
"I got really angry at first," Danielson said. "They're actually lucky that I got them instead of Brie, because she probably would have been a little more violent."
Brianna Danielson said that while her husband went chasing the intruders, she found Josie hiding in the couple's bathroom.
"We didn't know if they had Josie, too," she said.
Danielson, known for his "Yes!" chants, is recovering from a previous injury.