The Duke of Sussex was asleep when US Embassy officials tried to contact him at 3am LA time to tell him his grandad had died, TMZ reported.
Concerned he may wake up and instead find out through the media, the Embassy requested a police officer be sent to his house to tell him the sad news.
A cop then arrived at the gates of the home Prince Harry shares with Meghan Markle in Montecito, California, and urgently told him to call the Embassy back.
The Duke of Edinburgh died peacefully at the age of 99 on April 9 at Windsor Castle, which is eight time zones ahead of California.
It is understood the Royal Family wanted to inform the Prince of what had happened personally.
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