Police were called to the London home of Sir Paul McCartney on Monday over an incident involving his estranged wife.
Heather Mills McCartney reportedly arrived at the property with daughter Beatrice but was unable to enter.
Her security guard is believed to have scaled the wall, prompting staff inside to contact the authorities.
The couple announced their separation in May. It has been widely reported that the former Beatle has begun formal divorce proceedings.
A spokesman for the singer declined to comment on the incident.
"Police were called at approximately 1750 BST yesterday to an address in [London] NW8 to reports of a suspect on the premises," said a Scotland Yard spokeswoman.
"Officers attended and spoke to a female who subsequently left the scene. No offences took place."
Reports in Monday's newspapers said Lady Mills McCartney had arrived Sir Paul's residence for a scheduled visit to find the locks had been changed.
The couple have blamed press intrusion for the breakdown of their marriage, with Sir Paul protesting on his official website about "the malicious spreading of rumours and made up facts".
"there's only one way to win a war: shout, shout, and shout again!" - The Duke of Wellington ((Blackadder - Stephen Fry))
I hope she, Heather Mills McCartney, gets what she deserves. She is a controlling ***** to say the least. I think Paul McCartney is wimp and a fool for marrying such a gold-digger.
Who I pity is the three year old daughter, Beatrice. Her whore-for-a-mother, Heather conceived her to get child support money from Mr.Billionaire, Paul McCartney. Just imagine growing up knowing that! But its all over now. That "dream" relationship is over for Paul.
He needs to grow a set of balls and find a better woman than this psychopath.
You must turn on, tune in and drop out.
Timothy Leary
I reserve the right to be ignorant. That's the Western way of life. The Spy who came in from the cold
Mama always said life was like a box a chocolates, never know what you're gonna get.