Cavani's agent admits "it is not a good time" after the Napoli star's wife was mugged of a watch worth 18,000.
"It is not a good time," agent Claudio Anellucci told Radio CRC. "It will take a few days to overcome this obstacle, but Sole is a strong person.
"She just left and will reach Cavani in London. Naples has always shown us great affection, but when these things happen you do face terrible moments."
However, Anellucci denied Cavani was considering a transfer because of safety fears, as he left Palermo in 2010 after he was attacked in his car by angry fans.
"The two incidents cannot be compared, because in Palermo it was a targeted attack and nothing to do with robbery. We just need time to process this and help Sole to recover from this shock."