But it was no thanks to Ms Peyroux that she was found. After dropping completely out of view last week without a word of warning to anyone, her recording label, Universal Music, took the unusual step of hiring a private detective to seek her out. In the end, the trail was not too hard to follow, leading straight to Manhattan and her manager.
Finding Ms Peyroux has brought some relief to the label, but there are a few red faces as well. Bill Holland of Universal Classics and Jazz confirmed the news yesterday. With the detective's help, he said, they had "tracked her down very quickly. Much to our embarrassment she was with her manager in New York".
Her vanishing trick came just as Ms Peyroux had managed to successfully stir up enthusiasm for her new album, Careless Love, in Europe, notably with a performance in Edinburgh two weeks ago that left music critics clamouring for more.
One writer said the concert was "90 minutes of relentlessly sensual unctuousness" that had left her "feeling slightly like a pollen-drunk bee".
Before running off, Ms Peyroux had also performed on Top of the Pops and made an appearance on the BBC's Breakfast News.
However, Universal were nervous about the European promotion because Ms Peyroux, who is Franco-American, has a history of disappearing. Immediately after the release of her first album, Dreamland, in 1996, she vanished. On that occasion, she remained invisible for more than seven years, at one point playing her jazz as a busker on the streets and in the underground stations of Paris.
Universal has been left with a new album promote. It has already reached number seven in the UK album charts and the record label are keen to build on its early success.
On that front, things still look a little tricky. According to Mr Holland, the singer has sent a message to Universal through her manager: she has no interest in assisting in promoting the record. Once again, the prospect of fame and celebrity appears to have Ms Peyroux running in the other direction.
"He said we should go away and leave her alone," Mr Holland told BBC News. "She doesn't want to see anyone or do any promotion." Mr Holland said that he was "fed up" with her behaviour. "She's gone off - that's what she does and she won't come back."
Not all hope is lost of Ms Peyroux, however, especially if you are a British fan. Her management did promise last night that she would resurface in time for a forthcoming tour at venues across the US and in Britain, which is due to start in the first week in September. She has three dates to play in Britain, all at the end of October.
"She's fine, she's resting and she's preparing for her September tour," a spokesperson for her management company said.
Universal were always aware of Ms Peyroux's anxieties regarding promotion and public events. "She is not an artist to revel in the exposure" of her success, agreed Linda Valentine, who was among those on the label trying to track her down until yesterday. "Madeleine is of the Dylan school. These are people who like to get up, play, perform, then go."