Oh, well it’s a simple matter then. All you have to do is convince the wife that the cat snagged your belt loop with a grappling hook attached to its leash, while you were just innocently walking through the neighborhood.
Tell her you had a feeling you were being followed, but you didn’t see anybody.
There you go Scoutmaster - your path to plausible deny-ability. (To be utilized in conjunction with the ‘He followed me home’ cat-in-tow entrance.. ;-)