Jackson has been spending time in the Gulf state as a guest of the royal family since a Californian court acquitted him in June of child molestation.

A Reuters photographer spotted him in a popular shopping mall in the center of the capital Manama dressed all in black, with sunglasses, gloves, a veil covering his face and wearing an abaya, or full-length robe - but with men’s shoes peeping out below.

The 47-year-old singer seemed to be shopping for new shoes in the mall with three Western-looking children, their faces also covered, and an unidentified woman.

The children drew the attention of other shoppers, who quickly recognized the star, who is popular in the Gulf region.

“Please, no!” Jackson shouted to photographers before making a rapid exit with the children and woman via the back door of the mall and into a white car.

The woman asked photographers to step back.

“You have to give us some privacy. Please, you have to understand his position, he is with his kids ... you need to leave us alone,” she said.

A Bahraini official at the mall confirmed that it was Jackson who, his lawyer says, will no longer live full time at his Neverland ranch in central California.

He was charged at his trial with molesting a young recovering cancer patient at Neverland in 2003. A jury found him innocent on all charges.

Jackson, originally from Indiana, rose to fame as a child with his brothers in the Jackson 5 singing group, and became one of the world’s most successful entertainers. “Thriller,” from 1982, was one of the biggest-selling albums of all time.