It is understood the Prince and Princess of Wales support the King’s statement in which he said he "learned with the deepest concern" of the news his brother was arrested
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The King has said the "law must take its course" in a statement following the arrest of his brother Andrew Mountbatten-Windsor.
Andrew was taken into custody on his 66th birthday on Thursday, following allegations made against the former prince after the release of millions of pages of files related to paedophile financier Jeffrey Epstein.
The King said in a written statement: “I have learned with the deepest concern the news about Andrew Mountbatten-Windsor and suspicion of misconduct in public office.
"What now follows is the full, fair and proper process by which this issue is investigated in the appropriate manner and by the appropriate authorities.
"In this, as I have said before, they have our full and wholehearted support and co-operation.“Let me state clearly: the law must take its course.
It is understood neither the King nor Buckingham Palace was informed in advance of the arrest.
Andrew is the first senior royal in modern history to be arrested. The Prince and Princess of Wales support the King’s statement, it is understood.
The King concluded: "As this process continues, it would not be right for me to comment further on this matter. Meanwhile, my family and I will continue in our duty and service to you all. Charles R."
It comes after the former Duke of York was arrested at his Sandringham home on suspicion of misconduct in public office earlier today, on his 66th birthday.
Plain-clothed police vehicles were pictured outside the Sandringham Estate at around 8am following investigations into his relationship with Jeffrey Epstein.
Thames Valley Police confirmed a man in his 60s had been arrested and is being interviewed under caution.
Andrew has previously denied any wrongdoing over his connections to Epstein. He has not responded to LBC's requests for comment on the specific allegations connected to the release of the latest Epstein files in January.
According to CPS guidelines, misconduct in a public office is defined as "serious wilful abuse or neglect of the power or responsibilities of the public office held."
It happens when a public office holder wilfully neglects to perform his or her duty or wilfully misconducts him or herself, to such a degree as to amount to an abuse of the public’s trust in that office.
The offence technically carries a maximum sentence of life imprisonment, but in this case that maximum would be extremely unlikely, experts have said.
In recent years, prison officers have been prosecuted for the offence after having inappropriate relationships with inmates, as well as police officers leaking information.
It follows a series of claims that Andrew allegedly shared official documents, including to Epstein.
Stephen Roberts, former Deputy Assistant Commissioner at the Metropolitan Police, told LBC's James O'Brien that the King would have not been alerted to the arrest as it would have placed him in a "very difficult position" if anything "went wrong."
Asked by James if Andrew could expect to be treat the same way as anyone else in custody, Mr Roberts said: "That certainly should be the case.
"Everybody is equal before the law. That's the basic principle. One would hope that there are no special privileges given.
"One would equally hope that he is not treated less well and less respectfully than any prisoner should be treated."
On the King not being prior alerted, he added: "If anything went wrong in the operation, it would place him in a very difficult position indeed.
"What actually happened? Well, neither you nor I nor any of your listeners will know, but had I had some sort of oversight of this operation, I think I would have wanted to save the King the embarrassment of prior warning.
Police searches of Andrew's former home at Royal Lodge in Windsor are ongoing, with officers being seen at the gates of the sprawling property and the press being kept at an outer entrance.
A police worker at the scene confirmed that the search is ongoing within the property.Walkers and families are continuing to wander through the surrounding Windsor Great Park.
A Thames Valley Police spokesperson told LBC: "As part of the investigation, we have today (19/2) arrested a man in his sixties from Norfolk on suspicion of misconduct in public office and are carrying out searches at addresses in Berkshire and Norfolk.
"The man remains in police custody at this time. We will not be naming the arrested man, as per national guidance. Please also remember that this case is now active so care should be taken with any publication to avoid being in contempt of court."
Assistant Chief Constable Oliver Wright added: "Following a thorough assessment, we have now opened an investigation into this allegation of misconduct in public office.
"It is important that we protect the integrity and objectivity of our investigation as we work with our partners to investigate this alleged offence.
“We understand the significant public interest in this case, and we will provide updates at the appropriate time."
Searches are being carried out at addresses in Berkshire and Norfolk, the force said.
Emails released by the US Department of Justice appeared to show the former duke sharing reports of official visits to Hong Kong, Vietnam and Singapore.
One email, dated November 2010, appeared to be forwarded by Andrew five minutes after being sent by his then-special adviser Amir Patel.
Another, on Christmas Eve 2010, appeared to send Epstein a confidential brief on investment opportunities in the reconstruction of Helmand Province, Afghanistan.
Norfolk Constabulary is supporting Thames Valley Police with its investigation.
Speaking on Thursday, Sir Keir Starmer said Andrew should testify in Congress if he has further information on Epstein.
The Prime Minister said: “Anybody who has any information should testify. So whether it’s Andrew or anybody else, anybody who has got relevant information should come forward to whatever the relevant body is, in this particular case we’re talking about Epstein, but there are plenty of other cases.
"Anybody who has got information relating to any aspect of violence against women and girls has, in my view, a duty to come forward, whoever they are."
It comes the one day after nine police forces across the UK confirmed they were assessing information in the Epstein Files, with support from the National Crime Agency (NCA).
Police Scotland said on Wednesday night that it too was assessing information found in the trove of documents published by the US Department of Justice related to paedophile Jeffrey Epstein.
The force is specifically appealing for information about his use of Edinburgh Airport.
West Midlands Police has also announced that it is reviewing the files. The NCA said it is supporting police to “enable a full and independent assessment of the information released."
Former UK prime minister Gordon Brown also responded to the news of Andrew's arrest, confirming he had submitted a five-page memo to the UK police forces involved in the assessments.
He said: "I have submitted a five-page memorandum to the Metropolitan, Surrey, Sussex, Thames Valley and other relevant UK police constabularies.
"This memorandum provides new and additional information to that which I submitted last week to the Met, Essex and Thames Valley police forces where I expressed my concern that we secure justice for trafficked girls and women."
LBC has contacted Buckingham Palace for comment.