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Pellegrini and his wife were reportedly caught up in the violent ordeal as they headed to a restaurant with friends.

Thieves made off of with a handbag thought to belong to Pellegrini's wife Carola Pucci, according to reports in Chile.

Just moments after robbers were embroiled in a shootout with police before speeding off in a stolen Porsche Cayenne, later found abandoned.

No one was hurt in the incident, reports suggest, which took place in the suburb of Chillean capital Santiago, Vitacura.

Local police chief Gonzalo Munoz said: "They fired two shots at officers and threw road spikes down to stop them following as they sped off which resulted in a police car being damaged."

(Image: GETTY)

No arrests have been made.

Reports suggest the incident took place seconds after the Hammers boss and his wife had parked their car before walking to the restaurant.

Officers recovered the stolen handbag, with a police helicopter mobilised for the dramatic chase.

On Twitter, Pellegrini thanked police after the ordeal on Saturday.

He said: "Congratulations to Carabde Chile for his quick and courageous reaction.

"I appreciate the support of the people. Hopefully more faculties will be granted to Carabineros to solve the crime issue as soon as possible."

The owner of the stolen Porsche told local media: "I can’t understand how these sorts of things are happening and you can’t even go out for dinner without being robbed like this.

"It’s very serious."

Local Pedro Hernandez replied: "Criminality has bee out of control in Chile for some time. That’s the perception citizens like me have."

(Image: GETTY)

Pellegrini – who won the Premier League during his time as manager of Manchester City – was appointed Hammers manager last month.

It follows a spell in Asia for Hebei China Fortune.

In statement, West Ham said: "Our Joint-Chairman David Sullivan has been in touch with Manuel Pellegrini to offer our good wishes and support.

"We are relieved to hear that Manuel and his wife were both unharmed."

Additional reporting Gerard Couzens