UPDATE 1-Mercenary Mann returns to UK, "relieved" plot failed

* British police say still investigating coup plot

* Mann says "relieved" coup plot failed, thanks Obiang

(Recasts with return to Britain, adds quotes, police comment)

LONDON/MALABO, Nov 4 (Reuters) - Freed British mercenary Simon Mann said his homecoming was the "most wonderful" he could have imagined, after earlier expressing relief that his West African coup attempt had failed.

The former special forces officer, who touched down in a private jet at Luton Airport north of London, issued a short statement through a spokesman but did not appear in person.

"There hasn't been a moment during the last five-and-a-half years where I have not dreamt of one day being back in Britain with my family," his spokesman said on his behalf.

"I'm hugely grateful to President Obiang for releasing me, it's the best, best, early Christmas present my family and I could ever have possibly imagined," he said.

He called his arrival "the most wonderful homecoming I could ever have imagined".

Equatorial Guinea pardoned Mann this week on health grounds after he had served just over one year of a 34-year sentence for a 2004 coup attempt on the oil-producing nation that was foiled when he was arrested in Zimbabwe.