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.
More top news
Mark Acklom, who wanted over an alleged £850k romance scam, is believed to be with his wife and two daughters.
The denial came after a German paper reported that Theresa May was also said to have appeared "despondent and discouraged" at the dinner.
Jamie Harron was arrested in July over an incident in which he said he put his hand on a man's hip to avoid spilling a drink in a bar.