Police investigating Andrew Mountbatten-Windsor are looking into an allegation that he behaved inappropriately towards a woman at Royal Ascot, according to a report.

The alleged incident is said to have happened at the annual five-day racing event in Berkshire in 2002, according to the Sunday Times.

On Friday, Thames Valley police (TVP) indicated that their investigation into Mountbatten-Windsor was wider than many had previously believed, and also covered sexual misconduct. He was arrested on his 66th birthday in February and questioned under criminal caution on suspicion of misconduct in public office, related to his role as a British trade envoy,

Following the Sunday Times report, a spokesperson for the force said of the inquiry into misconduct in public office: “We cannot go into specifics of the investigation, but we are following all reasonable lines of inquiry.”

The report said it was not clear whether the claim about alleged inappropriate behaviour at Royal Ascot was reported to officers at the time or more recently.

Royal Ascot is a cornerstone of the royal family’s summer calendar, and Queen Elizabeth II was also at the event in 2002, the year of her Golden Jubilee.

Mountbatten-Windsor was arrested in February after allegations arising from documents released by the US Department of Justice that he passed information to the disgraced financier Jeffrey Epstein.

Officers conducted a short search of his Norfolk home and a week-long search on the Windsor estate where he lived for decades. The former prince denies all wrongdoing.

On Friday, TVP asked witnesses to contact them if they believed they had information about alleged sexual misconduct, corruption, fraud or the sharing of confidential information involving the king’s brother. The appeal came amid concern that people who may have information about criminal offences wrongly think detectives are interested in only the alleged sharing of confidential information.

Misconduct in public office covers a range of offences, including sexual misconduct, wilful neglect of duty, perverting the course of justice, and dishonest or fraudulent conduct, among many others.

TVP is still assessing a claim from a woman that she was taken to an address in Windsor in 2010 for sexual purposes. It is not yet a full criminal investigation. The woman lives in the US and detectives have contacted her through her lawyer.

Three British police forces are conducting full criminal investigations triggered by other revelations in the Epstein files, with several others assessing claims about flights linked to the disgraced financier entering the UK.

Challenges currently facing TVP include establishing whether Mountbatten-Windsor’s role as a trade envoy was covered by misconduct in public office rules, and obtaining the original Epstein documents.

Currently they and other UK forces only have printouts from the US DoJ website. US authorities have declined to hand over the original documents and have told British police to submit a formal international legal request for assistance, which could take months, if it is agreed to at all.

Mountbatten-Windsor was approached for comment.