King Charles said he "learned with the deepest concern" of his brother Andrew Mountbatten-Windsor’s arrest, adding "the law must take its course".
Neither he nor Buckingham Palace were informed in advance of the arrest, the BBC understands.
Police have been carrying out searches at addresses in Berkshire and Norfolk, as well as at the Royal Lodge in Windsor Great Park where Andrew lived until recently.
Photos show vehicles, believed to be police cars, arriving at the Sandringham Estate in Norfolk earlier this morning.
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