The emergence of cryptocurrencies represents a radical change in the transmission of value in a disintermediated manner, which, in many cases, means that they are beyond the control of regulators and law enforcement bodies. This circumstance, together with the growing training in the use of crypto-asset management resources, has led to an increase in their popularity, and it is becoming increasingly common to find these crypto-assets in criminal operations. From a law enforcement perspective, the use of crypto-currency poses a challenge in terms of the procedure for investigating crimes involving the use of crypto-assets. Indeed, in addition to the problem of tracking and attribution, there is the complex issue of interception, custody and, if the investigation concludes that there is no criminal activity, the refund of the cryptographic asset to its owner. This paper analyses the challenges facing law enforcement investigation of criminal events involving cryptocurrencies that have been intercepted. In particular, it addresses the difficulties in achieving adequate protection to the chain of custody of crypto-assets, all by the inalienable criterion of the presumption of innocence that must govern all criminal proceedings.