Heather Mills McCartney's visit to a police station was prompted by death threats, her spokesman has confirmed.
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The former model, who is divorcing ex-Beatle Paul McCartney, received the threats in December, said Phil Hall.
She was unsure whether the people following her were photographers "or something more sinister," he added.
Lady McCartney, 38, attended the police station in Hove, East Sussex, on Wednesday. Police said the meeting was set up to discuss "a number of issues".
In December, Lady McCartney, 38, told the BBC she had received death threats since the break-up of her marriage.
She said she feared for her personal safety and claimed she had little money to pay for security to protect her.
Sir Paul and Lady McCartney began divorce proceedings last July after four years of marriage.
The couple wed in the Republic of Ireland in 2002
The proceedings have become a tabloid fixture over recent months, with both parties forced to issue denials and statements over stories in the press.
Last October, the Daily Mail published allegations that Sir Paul, 64, had abused his wife and used illegal drugs, which the newspaper said were contained in court papers filed on Lady McCartney's behalf.
She has refused to comment on those claims and Sir Paul issued a statement through his lawyers stating he planned to "vigorously" contest the allegations.
Lady McCartney has also announced plans to sue two newspapers over "false, damaging and immensely upsetting" claims surrounding her divorce.