Keegan: Gone missing (RossKinnaird/Allsport)

It was reminiscent of one of those scenes at the Old Bailey when shadowy underworld figures slink away after a day in the dock. Hardly a fair picture, considering the guy in question had committed no crime. He was merely in charge of a team which had lost a football match, not a team who had emptied the vaults at the Bank of England.

Twenty-one days is an awfully long time to stay out of sight, even if your home is a five-bedroom mansion with 46 acres on a private estate with its own swimming pool, stables and access to two private golf courses.

So why hasn't Kevin come out? Is he sulking? Has he decided to write a book? Or perhaps he knew what it was going to be like in Finland - grim, Kevin, grim indeed - and thought he'd better get out before the whole thing just ground to a halt. 'That Howard Wilkinson is far better at communicating bad news,' he might have thought.

Golf courses in Scotland have been scoured, houses in Spain and Florida have been watched and aircraft heading to the Far East kept under surveillance but so far without success. His friends aren't too keen to help track him down. They say they've no idea where he is. Perhaps he's at home. Perhaps he's playing golf. Perhaps he's preparing for an interview on the Parkinson show.

'He just wants to be on his own at the moment,' said one. I must admit I thought I knew where he was. Briefly. I'm sure I saw him with his horses on his estate. Then again, I had been outside his home for several days and optimism may have been obscuring my vision. Builders who had been working in the house later delighted in telling friends that they had indeed seen Keegan but he told them: 'Tell anyone who asks that you haven't seen me.'

Kevin's wife, Jean, certainly seemed to be at the other end of the intercom. Very polite and all that, but she just told me Kevin did not want to talk, thank you very much. She did drive past once and nodded when I asked her if Kevin was all right.

I did think about asking the postman whether I could, perhaps, borrow his uniform but he appeared to be far too decent to fall for that one. But any trick would be worth considering. After all, I felt I'd been on the roadside outside the Keegan home long enough to merit a mention on the next Ordnance Survey map.