According to reports, the unidentified body of the woman was recovered from the Round Pond last Saturday, raising suspicion.
Princess Eugenie and her husband Jack Brooksbank also reside at the Ivy Cottage near the site.
The incident occurred while the Cambridges had been a socially distant reunion with Queen Elizabeth II at Balmoral. It remains unclear whether any of the other royal family members where at the palace grounds when the incident occurred.
As per a Met police spokesperson cited by Daily Mail, investigation is currently underway to identify the dead body.