“Next time I’ll ring through beforehand so you don’t have to shoot me.”
Buckingham Palace has declined to comment on the anecdote.
It is believed the incident occurred several years ago and that the Queen is now unlikely to be found on similar walks late in the night due to her age.
In 2013, her younger son Prince Andrew was mistaken for an intruder and confronted by armed police as he walked in the Buckingham Palace garden.
Police said no weapons were drawn but it issued an apology to the prince.