The Leyton Orient defender, who used to play for Liverpool, was held in Brompton Road, Knightsbridge, on Tuesday.
The Met Police said a 33-year-old man and a 31-year-old woman were arrested and taken to a west London police station.
They have been bailed until late April.Dossena scored against Manchester United and Real Madrid while he was at Liverpool.
After joining Liverpool for £7m in July 2008, Dossena scored in the Reds' 4-0 win against Real Madrid in the Champions League in March 2009 and then again in the club's 4-1 away victory at Old Trafford against Manchester United.
The Italian, who won 10 caps, joined Napoli in January 2010 before a spell at Sunderland in 2013-14.
He joined League One Leyton Orient in November last year.
