The essential London (as shown to Shevchenko)

All the tour lacked was a plastic policeman's helmet and a 99 flake. Andriy Shevchenko spent his first week in London meticulously exploring the vibrant, and occasionally tacky, tourist culture of his host city.

Following in the footsteps of many less exalted new arrivals, Chelsea FC's new £30m Ukrainian striker and his former model wife have been on an exhausting whistle-stop tour.

Their itinerary since arriving last Friday reads like a virtual checklist of "things-to-do" for the affluent Russian tourist. It included a West End musical, a cruise down the Thames, dinner at The Dorchester Hotel, walks in Hyde Park and family shopping trips to Harrods.

Three days before the start of the new Premiership season, Shevchenko was spotted teeing-off at Wentworth, and shaking his triumphant tail-feather at the 48th birthday concert of another famous immigrant to London: Madonna.

"I heard that Andriy was after tickets, so helped get him a couple of seats in the hospitality area at Wembley," said Madonna's spokeswoman (and Chelsea fan) Barbara Charone.

She added: "I would say this, but he's a lovely man and had an amazing first week in London. He's also a big fan of Madonna, and saw her when he was at Milan two years ago."

Shevchenko and his wife, the American former model Kristen Pazik, describe themselves as committed Anglophiles and say the move to Chelsea was inspired by their desire to bring their two children up in the UK.

With this in mind, the couple have immersed themselves in the English way of life - or at least the way of life enjoyed by the wave of affluent Russian immigrants that have made London their home. They are living in Lowndes Square, a patch of Knightsbridge christened "Red Square", because of the Russian billionaires who now outnumber the Arab sheikhs there. Roman Abramovich, Chelsea's owner, and himself a Russian billionaire, has lent the Shevchenkos one of the six flats he owns in the square. It affords easy access to Hyde Park, where they have been spotted on early-morning walks. The local corner shop is Harrods.

On their first night in London, the couple bought tickets to see Chicago, which stars Ian Kelsey from the ITV series Where the Heart Is. Elsewhere in the dress circle were a number of cultural icons.

"Shevchenko went on exactly the same night as Ashley Cole and his wife, the pop star Cheryl Tweedy," said a spokesman for the show. "Rolf Harris was also a just few seats away. We think it was a coincidence, as they booked tickets separately, but you never know."

The Ukrainian striker, who scored in Chelsea's 2-1 Community Shield defeat against Liverpool on Sunday, has come a long way from his childhood.

His father was a Russian tank commander, and they lived dangerously close to Chernobyl when one of the town's nuclear reactors exploded in 1986.

Nowadays, the star earns £6m a year from Chelsea, and millions of pounds more from his celebrity endorsements. His first public appearance in London - a river cruiser trip past the Millennium wheel - was to announce a new sponsorship deal with Reebok.

There is but one hurdle for Shevchenko to cross before he can claim to be a true cockney superhero: Monday's press conference had to take place in Italian, with the footballer apologising for the fact that he was "still learning" English.

A footballer's cultural tour

THE THAMES CRUISE

Shevchenko's first press conference took place on Monday, on the deck of a Thames river cruiser. He posed in front of the Millennium wheel and Houses of Parliament, before taking a trip to Tower Bridge. Typical Thames cruises last an hour and cost £8.95.

THE MUSICAL

Chicago has been playing in the West End since 1997. It notched up 3,303 performances at the Adelphi Theatre, before transferring to the Cambridge Theatre in 2005. Stars have includedBrooke Shields and Marti Pellow.

Tickets cost £17.50-£49.

THE CELEBRITY RESTAURANT

China Tang occupies a huge, ornate space in the basement of The Dorchester Hotel, Park Lane. Patrons range from Kate Moss to Margaret Thatcher, though it also attracts society types heading to Annabel's nearby. Dinner, with wine, costs around £80pp.

THE CONCERT

Madonna played a 48th birthday concert at Wembley on Wednesday to mark the end of her European tour.

Shevchenko and his wife were given VIP tickets, but were not invited to the party at Loungelover in Shoreditch. Tickets cost from £80 to £160.

THE ROUND OF GOLF

Shevchenko is an accomplished tennis player, boxer and scratch golfer. He played at Wentworth in Surrey, one of the top clubs in the Home Counties. It describes itself as "a place where people matter and traditions count". Membership costs from £3,500pa.