Jose's dog on the run in Portugal

But Jose Mourinho's tiny dog need not have worried, she was being held tight in the protective grasp of the football manager's wife Tami.

Mrs Mourinho was seen walking Leya though Lisbon airport two days after her husband told quarantine officers and police in London that the animal had run away.

The officers arrived at the Chelsea FC manager's £5million home in Central London after a tip-off from a vet about Leya - who was thought to have been brought into Britain in breach of anti-rabies laws.

Mr Mourinho told them he had to make an urgent phone call and then returned a few minutes later without the dog.

When an irate policemen asked him where he had been - and where he had put Leya - he replied that he had sent her to St Tropez.

He was arrested and cautioned for obstruction after he refused to say what he had done with his pet.

Dog wardens spent all of Wednesday searching the streets and parks for her - until sources at Chelsea let it be known that she had miraculously turned up 'safe and well'.

Sources close to the Special One, as he likes to call himself, said he had pulled off the vanishing trick by phoning his chauffeur, who whisked Leya away.

It is thought that she was looked after by a friend before his wife flew to Portugal on Thursday.

Speaking to the Portuguese sports paper A Bola, Mourinho, 44, gave his version of what happened when an animal welfare officer from the City of London Corporation arrived at his house with two Scotland Yard officers.

He had been at Chelsea's Player of the Year dinner when his wife phoned him from their mews house in Belgravia at 8.30pm on Tuesday. He returned to find his children Matilde, ten, and Jose Junior, six, in tears.

"One of the officers was incapable of analysing the documents," said Mr Mourinho, who insists Leya had been given all necessary jabs. "He said he would have to take it into quarantine.

"I told the police officers to wait a little. I went into the house where my children could not stop crying.

"I sent the dog to St Tropez and I returned 15 minutes later through the main door. What was the reaction of the police when they saw me? They asked me where I'd gone. My reply was 'Me, I'm the invisible man'."

Although Mr Mourinho, who is Portuguese, believes the matter closed, the City of London Corporation, which is responsible for animal welfare across the capital, said it was investigating a possible breach of the Animal Health Act 1981 and the Rabies Order 1974.

Under the EU-wide pet passport scheme, dogs can travel within the EU six months after they have been vaccinated against rabies and blood-tested to check they are clear of the disease.

If Mr Mourinho is found to have breached the rules, he could face an unlimited fine or up to a year in jail.