Documents obtained by the Express newspaper suggest the couple wants to install "an underground passage," presumably to keep itself safe in the event of a home invasion.
The news comes two weeks after Tottenham Hotspur star Dele Alli was robbed at knifepoint in his North London mansion.
"The proposed development includes a new basement cellar constructed beneath the extension to the existing garage outbuilding with a linked walkway," according to the plans. "The basement cellar beneath is for storage of wine and the proposed use of the outbuilding is solely in association with the main dwelling house... It will improve security for the occupants of the property."