Masked burglars broke into the Windsor Castle estate and stole farm vehicles while the Prince and Princess of Wales and their three children slept in their home nearby.
Two men scaled a 6ft fence at night and used a stolen truck to break through a security gate at the royal venue, according to The Sun newspaper.
They then reportedly fled with a pick-up and a quad bike that were stored in a barn.
The burglary is said to have happened on October 13.
William and Kate are understood to have been sleeping at Adelaide Cottage with their children George, 11, Charlotte, nine, and Louis, six, at the time.
The King was not in residence.
In a statement to the newspaper, Thames Valley Police said: “At around 11.45pm on Sunday October 13, we received a report of burglary at a property on Crown Estate land near to the A308 in Windsor.
“Offenders entered a farm building and made off with a black Isuzu pick-up and a red quad bike. They then made off towards the Old Windsor/Datchet area.
“No arrests have been made at this stage and an investigation is ongoing.”
A source said: “They [the perpetrators] would have had to have known the vehicles were stored there before they broke in and known when was the best time to escape without being caught.
“There are alarms at Windsor Castle but the first time anyone knew there was a break-in was when they crashed through the security barrier.
“It was a Sunday night on a school week so the young princes and princess would have been tucked in bed at Adelaide Cottage, just around the corner but still in the grounds.”
