A package containing a suspicious substance sent to St James's Palace also included a "racist" letter, police have confirmed.
Counter-terror police are investigating the package, which was reportedly addressed to Prince Harry and his fiancee Meghan Markle.
It was received at St James's Palace sorting office and is being treated as a hate crime.
"The substance was tested and confirmed as non-suspicious," the Met Police said in a statement.
They added that no arrests have been made and enquiries are ongoing.
Earlier, the force said the package was delivered to the palace on Monday and only revealed it contained a "substance".
However, an updated statement on Thursday evening said: "Police are investigating after a package containing a substance was delivered to St James's Palace on Monday, 12 February.
"Officers are also investigating an allegation of malicious communications which relates to the same package, and it is being treated as a racist hate crime."
Police are believed to be examining whether the incident was linked to a package containing white powder sent to Parliament a day later, according to the Evening Standard.
St James's Palace, which is very near to Buckingham Palace, is home to several members of the Royal Family and their household offices, including the Princess Royal, Princesses Beatrice and Eugenie and Princess Alexandra, the Queen's first cousin.
It is situated about two miles from Kensington Palace, where Prince Harry and Ms Markle live.
Prince Harry first confirmed his relationship with the American actress, who is mixed-race, in November 2016 by issuing a strongly-worded statement about media harassment and racism against her on social media.
The statement from his press secretary, Jason Knauf, said: "The past week has seen a line crossed.
"His girlfriend, Meghan Markle, has been subject to a wave of abuse and harassment.
"Some of this has been very public – the smear on the front page of a national newspaper; the racial undertones of comment pieces; and the outright sexism and racism of social media trolls and web article comments.
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"Some of it has been hidden from the public – the nightly legal battles to keep defamatory stories out of papers; her mother having to struggle past photographers in order to get to her front door; the attempts of reporters and photographers to gain illegal entry to her home and the calls to police that followed; the substantial bribes offered by papers to her ex-boyfriend; the bombardment of nearly every friend, co-worker, and loved one in her life."
He said Prince Harry was "worried about Ms Markle's safety and is deeply disappointed that he has not been able to protect her."