"The message was of a sexual, threatening and sickening nature. Dermot was horrified when he heard it. He thought at first it was a sick wind-up, but soon realised there was something sinister going on," The Sun quoted a source as saying.
The source added: "Somehow this caller has tried to get hold of her number and somehow accidentally got Dermot's. If they were prepared to go to that effort, who knows what they would be prepared to do?"
A City of London Police spokesman confirmed: "We are investigating claims of an offensive message being left on a mobile telephone. It follows a complaint from a member of the public."