Thomas Kingston, the husband of Prince and Princess Michael of Kent’s daughter Lady Gabriella Kingston, died at his parents’ address, according to a report.
The Daily Mail reported paramedics were called to property where the 45-year-old former hostage negotiator and financier's parents Martin and Jill Kingston have lived since 1996 on Sunday.
A spokesman for Gloucester Ambulance Service told the publication they had attended a private residence in the Cirencester area.
The spokesperson said: “Gloucester Police have confirmed ambulance from Gloucester Ambulance Service attended a private residence.”
An inquest will be held to establish the cause of death but there are no suspicious circumstances and no other parties involved.
The King and Queen sent their "most heartfelt thoughts and prayers" after Mr Kingston’s death to Lady Gabriella, who is known as Ella, and Mr Kingston's parents and siblings.
A statement released on behalf of Lady Gabriella and Mr Kingston’s family, said: "It is with the deepest sorrow that we announce the death of Thomas Kingston, our beloved husband, son and brother.
“Tom was an exceptional man who lit up the lives of all who knew him. His death has come as a great shock to the whole family and we ask you to respect our privacy as we mourn his passing.”
A Buckingham Palace spokesperson said: “The King and The Queen have been informed of Thomas’s death and join Prince and Princess Michael of Kent and all those who knew him in grieving a much-loved member of the family. In particular, Their Majesties send their most heartfelt thoughts and prayers to Gabriella and to all the Kingston family”.
Lady Gabriella is the King's second cousin. They are both great-grandchildren of King George V.
Mr Kingston was a director of Devonport Capital, which specialises in providing finance for companies in "frontier economies".
The Bristol University graduate had also worked in Baghdad, Iraq, working to procure the release of hostages after joining the Diplomatic Missions Unit of the Foreign Office.
He was a close friend of Pippa Matthews - the Princess of Wales's sister - and the pair were said to have dated in 2011.
Lady Gabriella, who has worked as an arts and travel director for a brand company, is a writer and contributing editor.
She is also a singer-songwriter and released two bossa-nova inspired tracks in 2020 to raise money for charity.
Although Lady Gabriella is not a working member of the royal family, she and Mr Kingston's family are being supported by the Royal Household through this difficult time.
No funeral plans have been released so far.