"He actually played it pretty cool, quickly giving the assailant cash, keeping himself and the guy calm and getting the situation over with," a source told the publication. "Understandably though it left him very shaken up afterwards."
Metropolitan Police told E! News that they're investigating reports.
"Officers were contacted on Saturday, 15 February regarding the incident which happened at 23.50hrs on Friday, 14 February," the police stated. "It was reported that a man in his 20s was approached by another man and threatened him with a knife. The victim was not injured however, cash was taken from him."
No arrests have been made as of yet.
Thankfully, Harry is doing okay. The "Fine Line" singer just walked the red carpet at the 2020 BRIT Awards - looking like a dream. Harry is there for British Male Solo Artist and British Album of the Year.