"It's obviously something that's not nice for any family to go through. It gave the girls a fright. We've dealt with it... they're both safe," Rodgers told reporters on Thursday.
"We are looking to buy a home here in Leicester. They will move down very soon. We will throw our lives into here and I look forward to that."
The Northern Irishman's decision to leave Celtic before he accomplished a 'treble-treble' did not sit well with the club's supporters, who called him a "fraud" for trading "immortality for mediocrity", a suggestion he brushed aside last week.
"The only thing I want to say on it is that probably the last 10 days there's been a lot around my move to here and obviously the events of the last couple of days," Rodgers added.
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"We had an amazing time as a family in Scotland, in Glasgow in particular. The people there were amazing, the experiences that we had on and off the field will live with us.
"We're not going to let something like this, or some of the reaction over the last 10 days cloud any of that."
Rodgers takes charge of Leicester at home for the first time in the Premier League on Saturday when they host Fulham. He began his tenure with a late 2-1 loss at Watford last Sunday.
(Reporting by Rohith Nair in Bengaluru; Editing by Christian Radnedge)
