Prince Harry and Meghan Markle's 'anthrax terror threat'

An investigation has been launched following a possible 'anthrax terror threat' against Prince Harry and Meghan Markle.

A letter addressed to the American actress at Kensington Palace was intercepted earlier this month and found to be containing white powder inside, according to The Evening Standard.

A second letter was reportedly sent to Home Secretary Amber Rudd's office at the Houses of Parliament, also containing white powder inside.

Metropolitan Police representatives confirmed to 9NEWS an investigation is underway, saying: "Police are investigating after a package containing a substance was delivered to St James's Palace on Monday, 12 February."

"The substance was tested and confirmed as non suspicious," they noted, adding: "Officers are also investigating an allegation of malicious communications which relates to the same package."

Prince Harry, 33, and Meghan, 36, have since been informed about the incident as an investigation gets underway into whether the two letters are linked.

Met Police are also attempting to track the sender(s) but so far no arrests have been made.

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Officers from the Met Police's Counter Terrorism Command unit were reportedly called to Kensington Palace on February 12, when it's understood the letter with a racist message was intercepted by staff at St James's Palace.

The soon-to-be-married couple made their way to Edinburgh the next day for an official royal engagement.

WATCH: Crowds go wild for Meghan in Edinburgh. (Post continues.) 

A day later, the Met Police confirmed a package with a suspicious substance had been received at the Houses of Parliament.

While the incident is being played down by officials, it's reportedly raise eyebrows at Scotland Yard and put them on high alert ahead of the Royal Wedding in May.

Security will be tight, especially since the happy couple will take to the streets following their nuptials - taking a carriage ride around Windsor, following the ceremony in St George's Chapel at Windsor castle.