Andrew Mountbatten-Windsor has moved out of his palatial home in Windsor as British police say they are reviewing fresh claims about his links to Jeffrey Epstein.
The former prince was moved under the cover of darkness on Monday, local time, and driven to a cottage at the king's Sandringham estate in Norfolk, a royal source told the BBC.
New files related to Epstein published by the US Department of Justice last Friday included emails suggesting that the disgraced financier provided Mr Mountbatten-Windsor with a woman to have sex with at his home at the Royal Lodge in 2010.
"We are aware of reports about a woman said to have been taken to an address in Windsor in 2010 for sexual purposes," a spokesperson from Thames Valley Police told the ABC.
"At this time, these allegations have not been reported to Thames Valley Police by either the lawyer or their client.
"We are assessing the information in line with our established procedures."
The statement from the police said it takes "reports of sexual crimes extremely seriously" and asked the public to come forward if it had any information.
The latest files also suggest Mr Mountbatten-Windsor maintained regular contact with Epstein for more than two years after the American was found guilty of child sex crimes.
The former prince has denied wrongdoing in relation to Epstein.
King Charles privately owns the Sandringham Estate and will pay the costs of his brother's new home.
Mr Mountbatten-Windsor's new home is believed to be Marsh Farm, but he is currently living at Wood Farm Cottage on the Sandringham Estate until renovations are complete.
The former Duke of York is expected to return to Windsor to collect the remainder of his belongings, but his permanent base is now in Norfolk.
He was seen in Windsor on Monday riding on horseback close to his previous home, the BBC reported.
He was also photographed driving away from Windsor Castle, waving at passers-by.
Charles stripped his brother of his titles in October and said he would be moved after details emerged of his ongoing relationship with Epstein.
In October, Buckingham Palace released a statement saying "formal notice has now been served to surrender the lease".