The tabloid said 25-year-old Tyler Dooley, nephew of the now Duchess of Sussex, admitted having the knife at the Bacchus nightclub in the London suburb of Kingston early Sunday.
The Sun reported, citing an anonymous source, that Dooley told club staff he brought the knife from the U.S. because President Donald Trump had warned London wasn't safe.
Trump said this month that rising knife crime had left some London hospitals like a "war zone."
EXCLUSIVE: Meghan's nephew tried to carry knife into London nightclub hours after Royal Wedding https://t.co/ygPWhLd5pc— The Sun (@TheSun) May 20, 2018
Police confirmed on Monday that a club in Kingston called officers after a man in his 20s "openly declared he had a knife as he attempted to enter the club." The Metropolitan Police force said officers spoke to the man and another man in his 20s, and one of the pair also handed over a "noxious spray" — believed to be a pepper spray.
Neither man was arrested. British police don't name suspects who haven't been charged.
Dooley, who grows legal cannabis in Oregon, is the son of the duchess' estranged half-brother Thomas Markle, Jr.
Meghan's mother, Doria Ragland, was the only member of her family at her wedding Saturday to Prince Harry, after her father was unable to attend because of ill-health.