The former premiership coach was filmed pulling a red suitcase through the US airport on Tuesday morning, Melbourne time, almost 24 hours after he left Australia.

The 54-year-old from Port Melbourne told reporters waiting at the airport he was "just having a break" in the US with his son.

Asked how long he would be staying, he replied: "I dunno".

When asked if he was running from something, Thompson said: "No".

Asked if he was worried about what might come from the investigation in Australia, the AFL legend replied: "Don't think so".

Thompson's renovated Port Melbourne warehouse was raided at 9.30am on January 5.

Police confirmed he was arrested and released last Tuesday "pending further inquiries".

A police spokeswoman said people who had been arrested and released were free to travel overseas if they had not been charged.

Thompson is believed to have taken an Air New Zealand flight from Tullamarine on Monday afternoon.

Fox Sports published photos of him at Auckland airport, before he boarded another flight to Los Angeles.

It is not clear how Thompson is connected to the police investigation.

The police involved in the search at Thompson's home were from the Southern Metro and Geelong divisional response units, who are broadly tasked to investigate property crime and illegal drug activity.

It was later revealed that two men allegedly involved in the drug-trafficking operation that prompted the police raid at Thompson's home have links to outlaw bikie gangs.

Karl "Bang Bang" Holt and Thomas Windsor were charged with trafficking a drug of dependence, after raids in Geelong and Port Melbourne.

Both have links to bikies in the Geelong region, sources say.

The pair are heavily tattooed. Mr Holt gained his nickname from the tattoos of a gun and the words "bang bang" he has on his hands.

Mr Holt, 31, from Lara, and Mr Windsor, 28, from Port Melbourne, were both remanded in custody.

A 22-year-old woman from Mill Park was also charged with trafficking a drug of dependence.

It is understood the charges related to various substances. They have been remanded to face Geelong Magistrates Court at later dates.

Thompson led the Cats to premierships in 2007 and 2009 but quit the club in 2010 to join Essendon, the club he had once captained, as a senior assistant to James Hird.

He became embroiled in the supplements saga that led to 34 past and present Essendon players being suspended for the 2016 season.

Thompson was fined $30,000 for his role in the scandal, one which had seen him replace a suspended Hird as coach in 2014 but later lose any interest in the sport.

He revealed last year the saga had made him "bitter and twisted" and contributed to the breakdown of his marriage.

- With Melissa Cunningham, Tammy Mills, Nino Bucci and Patrick Bartley