The Duke of York was challenged by police in the gardens of Buckingham Palace less than 48 hours after a break-in at the Queen's home.
The Metropolitan Police confirmed that a man was ordered to verify his identity by two officers at around 6pm on Wednesday.
Andrew had earlier attended an engagement in Piccadilly, central London, supporting new business ventures.
The confrontation came after an intruder was able to scale a fence and get inside the palace on Monday night, before being arrested by police.
A spokesman for the Metropolitan Police said: "On Wednesday, 4 September at approximately 1800hrs two uniformed officers approached a man in the gardens of Buckingham Palace to verify his identity.
"The man was satisfactorily identified. No weapons were drawn and no force was used."
A security review has been launched following Monday night's suspected burglary.
Police said the man was found shortly before 10.30pm "in an area currently open to the public during the day" and arrested for burglary, trespass and criminal damage.
A second man was arrested outside the palace for conspiracy to commit burglary.
A spokesman for the Metropolitan Police said: "Both men have been bailed to return to a central London police station and enquiries continue.
"A review of the specific circumstances of this incident is being carried out. No members of the Royal Family were at
Buckingham Palace at the time of the incident." A spokesman added that security would form part of the review.
The Queen made her traditional appearance at a Highland Games yesterday, as details of the break-in emerged.
She was joined by the Duke of Edinburgh and the Prince of Wales at the Braemar Gathering in Aberdeenshire, where the royal party watched pipe bands and dancers perform to a large crowd.
The Queen has been spending her summer break at Balmoral Castle since the beginning of August and is not expected to return to the palace until October.
The Braemar Gathering is held each year just a short distance from the Balmoral estate in Aberdeenshire.
The break-in is one of the most serious security breaches at the palace since 1982, when Michael Fagan evaded guards to get inside the Queen's private chambers while she was still in bed.
The unemployed father of four, 31, spent around 10 minutes talking to the Queen after he climbed over the palace walls and up a drainpipe.
The Queen managed to raise the alarm when Fagan asked for a cigarette, allowing her to call for a footman who held him until police arrived.