Tony Blair's daughter was held up at gunpoint in central London while walking her dog.
Kathryn Blair was with her partner and other friends in Marylebone, central London, when two men confronted the group and demanded cash.
The 25-year-old was in Ivor Place when it happened, not far from the home bought for her in 2010 by her father, the former Prime Minister.
Neither Blair nor her boyfriend were injured and nothing was stolen in the attempted mugging on Monday evening.
A spokesman for Blair, now a Middle East peace envoy, said: "Kathryn was with a group of friends. No one was hurt and nothing was stolen."
It was the second of two reported incidents of robbery involving firearms in the same area on Monday evening. Half an hour earlier, a man was held up with a gun in Boston Place.
No arrests have been made in connection with the two robberies, which police believe are linked.
A Metropolitan Police spokesman said: "It is believed that these robberies are linked. On both occasions a firearm was seen but not used - no shots were fired.
"None of the victims were injured and nothing was stolen during the incidents.
"Officers from Westminster borough are investigating both incidents."