After spending Friday night in his mansion in St John's Wood, North London, Sir Paul flew by helicopter to Lydd airport in Kent on Saturday,
where he had been due to catch a private jet to New York.
Having changed his mind, he is thought to have spent the afternoon with friends, before returning to the St John's Wood house.
According to claims in a Sunday newspaper last weekend, Sir Paul and his wife are on the verge of separating.
The News of the World said the couple, whose fourth wedding anniversary is next month, had spent five consecutive nights apart despite being less than 30 miles away from each other in East Sussex - Sir Paul has a farmhouse in Peasmarsh.
Heather laughed off the reports and claimed that the couple were prepared to take legal action over the story.
'We have only just got back together from Los Angeles, where Paul was recording and I had my operation,' she said.
'We haven't been apart until these last couple of days, when I have had to hide [from the Press].
'Of course we are together. It is hilarious. I can't wait to sue because I will make a fortune for my charity.'
But only last week Sir Paul flew to the South of France, leaving his wife alone once again. The couple's twoyearold daughter, Beatrice, is also thought to be with her mother.
Last night a spokesman for the McCartneys declined to comment.