Tony Blair's daughter was held up at gunpoint by two men during an attempted robbery on Monday evening.
Kathryn Blair, 25, was not hurt in the incident as she walked down a central London street with her boyfriend and a group of friends.
Scotland Yard confirmed an incident involving two male suspects with a gun took place in Ivor Place, Marylebone, at 8.30pm on Monday night.
The Blair family were seen at the wedding of Euan Blair last weekend.
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The actress and The Only Way Is Essex star Mark Wright will become husband and wife over the Bank Holiday weekend.
The annual event has earned a place in the record books ahead of the grand final of the 60th anniversary show in Austria this evening.
Local authorities said the move is necessary to "avert the growing number of deaths and increasing harm linked to psychoactive substances".