Redknapp, whose Tottenham side face Newcastle United in the Premier League on Saturday, lost cash, cards and other items to a gang of street thieves before watching Diego Forlan play for Atletico against Real Madrid in the Copa del Rey.
"It was difficult to concentrate on the game, because I got mugged before," Redknapp told reporters back on home territory at Tottenham's training ground. "I got my pockets picked. Unbelievable.
"I'm walking around the outside of the stadium and it's a fantastic atmosphere. I got some sweets and the next thing I felt someone pull my overcoat.
"There are two guys on their knees in front of me and they've got my trousers and they keep pulling them.
"I'm going, 'Let go of my trousers,' pushing them away, and while I'm doing that they're rifling my pockets. There were about six of them."
"I don't think they knew who I was but they had a result," added Redknapp. "I said they would be in the best restaurant having the best steak. Me and (assistant manager) Kevin Bond didn't have enough money for a glass of wine."
Redknapp played down talk of a move for Atletico Madrid's Forlan, suggesting Tottenham could not match his wages.
"Diego Forlan has been mentioned but we are not going to get near their wages," said Redknapp. "They are on 100,000 pounds plus a week - they are not going to come here."
