Police are investigating Andrew Mountbatten-Windsor's stays with Jeffrey Epstein and Ghislaine Maxwell at Balmoral.
Jeffrey Epstein visited Balmoral with Ghislaine Maxwell in 1999, reportedly on the invitation of the then-Prince Andrew.
A Police Scotland spokesperson said: "We have received information and active enquiries are ongoing but these are at a very early stage.
"All enquiries are evidence led, with the needs of victim survivors at the heart of those enquiries. We would never confirm details of ongoing enquiries and it would be inappropriate to comment further."
The Daily Express reported that the inquiries relate to claims that women were trafficked to the Scottish estate.
Pictures previously released by the Department of Justice in the US appear to show Andrew and Epstein on a shooting trip at the estate.
Located in the Scottish Highlands, Balmoral Castle has belonged to the British Royal Family since 1852 when Queen Victoria and Prince Albert acquired the estate.
The castle has been described as "a treasured retreat for the Royal Family" and was where Queen Elizabeth II died at the age of 96 in 2022.
King Charles stripped his brother of both his right to be a prince and his dukedom late last year over his association with convicted sex offender Epstein.
More from Sky News:
Star Trek and X-Men actor Sir Patrick Stewart dies
Manosphere content poses danger similar to tobacco - report
The former Duke of York was arrested on suspicion of misconduct in public office on 19 February, his 66th birthday, following allegations he shared sensitive information with Epstein during his time as the UK's trade envoy.
Andrew was interviewed under caution before being released under investigation, with the police probe ongoing.
He has always denied any wrongdoing.
Andrew was the UK's special representative for international trade and investment from 2001 until 2011, when he stepped down amid controversy over his friendship with Epstein.
(c) Sky News 2026: Police investigating Andrew's Balmoral stays with Jeffrey Epstein and Ghislaine Maxwell
Crypto industry suffers 'largest bank heist in human history' as billions stolen in Binance hack
Star Trek and X-Men actor Sir Patrick Stewart dies aged 86
Poundland bidder tells administrator it remains keen on rescue deal
Manosphere content poses danger to public similar to tobacco, report warns
UK student pilot among three killed in mid-air helicopter collision in Oregon
Lead, mercury and nicotine found in seized fake beauty products
