Police were called to the London home of Sir Paul McCartney on Monday over an incident involving his estranged wife.
McCartney and Mills married in 2002 and have a two-year-old daughter
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.
'Made up facts'
"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 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".