The daughter of former British Prime Minister Tony Blair and her boyfriend were held up on Wednesday while walking their dog after attending the wedding of Mr Blair's son Euan.

Kathryn Blair, 29, a barrister, recalled two men suddenly approached them and demanded cash and jewellery. One of them had a gun, she said.

However, two hold-uppers suddenly fled empty handed. Ms Blair and her partner were shocked over the incident but were unhurt.

The incident happened on Monday evening near Ms Blair's townhouse in Marylebone, central London. Kathryn and her boyfriend spent the weekend with the former PM and wife Cherie in Buckinghamshire before Euan's wedding to Suzanne Ashman.

Source: YouTube screen capture

Police confirmed the incident on Wednesday and added that the hold-up attempt was linked to another robbery attempt on the same night 30 minutes earlier. On both incidents, the firearm was not use, no shots were fired and none of the victims were harmed.

However, no arrests have been made.

A security expert said what happened to Ms Blair is proof of potential terrorism threats.