"Kathryn was with a group of friends. No one was hurt and nothing was stolen," a spokesman for the family told The Guardian.
The incident occurred close to the 25-year-old's home in Marylebone, London, where police said there were two attempted robberies Monday night.
The first attempted robbery took place at 8 p.m., and the second at 8:30 p.m., police 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," a police spokesman said.
No arrests have been made.