By Sarah Hall Wed Jan 25, 8:08 PM ET "I'm not a wacko." So Michael Jackson famously proclaimed to Barbara Walters during a 1997 televised interview, while pontificating on the origins of his detested nickname, Wacko Jacko. Far be it from us to contradict the King of Pop, but if it looks like a duck, and walks like a duck...well, we're just saying. In his latest bout of off-the-wall behavior, Jackson was spotted in a Bahraini shopping mall Wednesday, clad in attire traditionally worn by women in the Persian Gulf, including a veil, a black robe called an abaya and gloves. The entertainer's feminine garb may have been an attempt to avoid being recognized--either that, or his other duds were at the cleaners. Jackson was accompanied by an unidentified woman, dressed in similar garments, as well as three children--presumably his--wrapped in scarves. As the group left the mall, the woman asked photographers to respect their privacy and told them that they were scaring the children. Jackson, kids and companion then climbed into a car with darkened windows and sped away. It's the second time Jackson has made waves whilst out and about indulging his fondness for shopping. In November, he made headlines after he walked into a women's restroom at a mall in Dubai, where local newspapers reported he was seen applying makeup. Jackson's rep denied the makeup angle and claimed Jackson entered the restroom by mistake because he could not understand the Arabic sign on the door, and that he quickly left after realizing his error. Jackson, who has always had a predilection for masks, has spent the bulk of his time in the Gulf since being acquitted in June on child-molestation charges. He is reportedly considering making a permanent move to Bahrain, where he is revered as a superstar. As Jackson makes himself increasingly at home in the United Arab Emirates, he has even been offered a new career opportunity as a consultant. AAJ Holdings Ltd., owned by Ahmed Abu Bakr Janahi, has said it wants to hire the Moonwalker to give advice on setting up entertainment businesses. Apparently, Jackson could use a briefing on appropriate corporate attire before his first day on the job.