Prince Andrew has been challenged by police in the gardens of Buckingham Palace after returning from an engagement in London.
The Metropolitan Police confirmed that a man was ordered to verify his identity by two officers at around 6pm on Wednesday.
The Duke of York had been at an event in Piccadilly to support new business ventures.
A spokesman for the Metropolitan Police said: "On Wednesday, September 4, at approximately 6pm two uniformed officers approached a man in the gardens of Buckingham Palace to verify his identity.
"The man was satisfactorily identified. No weapons were drawn and no force was used."
The confrontation came after an intruder was able to scale a fence and get inside the palace on Monday night, before being arrested by police.
A security review has been launched following Monday's suspected burglary.
Police said the man had been found shortly before 10.30pm "in an area currently open to the public during the day" and arrested for burglary, trespass and criminal damage.
A second man was arrested outside the Palace for conspiracy to commit burglary.
The Met Police spokesman said: "Both men have been bailed to return to a central London police station and enquiries continue.
"A review of the specific circumstances of this incident is being carried out. No members of the Royal Family were at Buckingham Palace at the time of the incident."
The spokesman added that security would form part of the review.
The Queen made her traditional appearance at a Highland Games on Saturday, as details of the break-in emerged.
She was joined by the Duke of Edinburgh and the Prince of Wales at the Braemar Gathering in Aberdeenshire, where the Royal party watched pipe bands and dancers perform in front of a large crowd.
The Queen has been spending her summer break at Balmoral Castle since the beginning of August and is not expected to return to the Palace until October.
The break-in is one of the most serious security breaches at the Palace since 1982, when Michael Fagan evaded guards to get inside the Queen's private chambers while she was still in bed.