Prince Harry and Meghan Markle were at the centre of an anthrax scare after a suspicious white powder was found in a "racist" letter sent to their Kensington Palace home.
The letter was addressed to Harry and Meghan at the palace where the Duke and Duchess of Cambridge and their children also live.
The suspicious letter was intercepted by staff at the nearby St James's Palace. It did not reach Harry or Meghan - but they have been told about it, the Daily Mail reports.
Police have said they are treating it as "a racist hate crime".
Counter-terror police and chemical experts were drafted after the letter was sent to the palace on February 12, London's Evening Standard reported.
Subsequent tests later found the powder to be harmless.
A day later police revealed a similar package containing white powder had been sent to the Houses of Parliament.
The second letter is understood to have been addressed to Home Secretary Amber Rudd. That substance was also found to be harmless.
Police are understood to be investigating if the Westminster and Kensington Palace letters came from the same source.
A Scotland Yard spokesman said no one had been arrested yet.
The letter has raised concerns about security at Harry and Meghan's wedding on Saturday, May 19.
They will marry in a ceremony that is expected to last an hour, starting at midday.
The newlyweds will then embark on a carriage procession around Windsor before ending up at the town's famous castle.
A reception will be held at St George's Hall for the couple and the rest of the congregation before a private evening reception for close family, hosted by Prince Charles.
It is understood there are no plans to change any of the details of the wedding in response to the latest security alert.
Markle will become an official member of the royal family after her wedding but she has already been given round-the-clock protection.
She will also have received a number of briefings on security and how she should react in a threatening situation.
The royal family have been the subject of a number of security alerts in recent years.
It recently emerged that a terror suspect had encouraged attacks on Prince George at his primary school.
Louise Chantry - described as a "royal superfan" - also tried to get into Prince George's school, prompting a review of the young prince's protection.
The 40-year-old former holistic healer was later given a caution, meaning she accepts wrongdoing but will not get a criminal record or face any further action.