The former Napoli player was reportedly arrested on Tuesday along with a woman, thought to be his girlfriend, London’s Evening Standard newspaper reported.
Dossena was signed to Liverpool for £7 million (€9.6 million) in 2008. After two years with the club he moved to Sunderland, before transferring to Leyton Orient in November.
While Dossena was widely named in British media, London’s Metropolitan Police was unable to confirm the identities of those arrested on Tuesday.
A spokesman said a 33-year-old man and a 31-year-old women were arrested at Harrods on suspicion of shoplifting.
They were released on bail after being taken to a London police station, where they are due to appear again later this month, the spokesman told The Local.