The England midfielder jumped into his car and sped out of the ground to avoid the press. The vehicle roared through traffic lights before disappearing down a side street to shake off photographers.
It was thought Gascoigne may be returning to his chalet at the Cameron House Hotel, beside Loch Lomond, where he has been living since quitting his home in Kilbarchan, Renfrew.
He was quoted in yesterday's Sun as saying his estranged wife had served divorce papers on him - 17 months after their wedding.
The couple, who have a year-old son, Regan, married in 1996 but three months later Sheryl, 32, who has two other children from a previous marriage, was photographed after being beaten by Gascoigne, 30, at Gleneagles Hotel. It is believed that he later underwent counselling for his temper.