The 39-year-old singer was making her way to the Henry Van Straubenzee Memorial charity carol service at St Luke's Church in London on Wednesday (04.12.19) when she spotted two teenagers trying to rob a woman on the King's Road.
However, when Katherine intervened she was then mugged but she helped police to identify the attackers.
Scotland Yard said that police were called at 3.10pm after a robbery was reported.
Officers arrived and arrested two 15-year-old girls on suspicion of robbery. The two girls were released under investigation, but one was re-arrested the next day after further information was received and she is still in custody.
One officer was assaulted but did not need hospital treatment.
Katherine's agent told The Guardian: "Katherine was in London to sing at the Henry van Straubenzee memorial charity carol concert at St Luke's Church. On her way to rehearsal she witnessed an older lady being viciously mugged and intervened to help. As a result of her stepping in, Katherine was then mugged herself.
"However she helped the police identify the perpetrator and the young woman was arrested shortly afterwards.
"Miraculously, Katherine still managed to perform at the concert as she didn't want to let the charity down."
The annual Henry van Straubenzee Christmas Carol concert is hosted by the Henry van Straubenzee Memorial Fund, which donates to schools in Africa.
It is dedicated to the memory of Henry van Straubenzee, a friend of Prince William and Prince Harry, who died in a car crash in 2002 when he was 18 years old.