The alleged incident is said to have happened at the 2002 racing event in Berkshire, The Sunday Times reported.
Officers investigating Andrew Mountbatten-Windsor are reportedly looking into an allegation that he behaved inappropriately towards a woman at Royal Ascot.
The alleged incident is said to have happened at the racing event in Berkshire in 2002, The Sunday Times reported.
Royal Ascot is a cornerstone of the royal family’s summer calendar, and Queen Elizabeth II was also at the event in 2002, the year of her Golden Jubilee.
The Sunday Times said it is not clear whether the claim about alleged inappropriate behaviour by Andrew was reported to officers at the time or more recently.
A Thames Valley Police (TVP) spokesperson said: “We cannot go into specifics of the investigation, but we are following all reasonable lines of inquiry.”
The force, which covers Windsor and Ascot in Berkshire, is continuing its investigation into the former duke and on Friday it was confirmed they will consider allegations of sexual misconduct in their inquiry into potential misconduct in public office.

Detectives at TVP are understood to be concerned that the public believes they are only focused on accusations that Andrew shared information while a trade envoy, when in fact the legal terms of the offence under investigation are much broader.
The former prince served as the UK’s special representative for international trade and investment from 2001 until 2011, when he stepped down amid controversy over his friendship with paedophile financier Jeffrey Epstein.
He has denied any wrongdoing over his links to the convicted sex offender.
TVP’s major investigation is expected to be lengthy, and will face obstacles including trying to prove whether Andrew held a public office at the time of the allegations, something that is not clearly legally defined.
However, it is understood that if this were found not to be the case, the force would continue investigating any evidence of other, separate offences.
Andrew was arrested on suspicion of misconduct in public office on February 19 and interviewed under caution before being released under investigation.
Searches were also carried out at his former homes in Windsor and Norfolk.
Detectives are understood to be working through evidence recovered during the operation.
They have also made a formal request to the United States Department of Justice for the original versions of the Epstein files, but have not yet received any information.

