Masked thieves targeted the royal estate where William, Prince of Wales lives with his wife Catherine, Princess of Wales, and their children.
The royals live in Adelaide Cottage on the Windsor Castle estate with their children Prince George, 11, Princess Charlotte, nine, and six-year-old Prince Louis and the couple are believed to have been at home when a raid took place at the nearby Shaw Farm with burglars scaling a 6ft fence to steal several vehicles and then smashing their way through a security gate to escape.
A spokesperson for Thames Valley Police said: "At around 11.45pm on Sunday October 13, we received a report of burglary at a property on Crown Estate land near to the A308 in Windsor.
"Offenders entered a farm building and made off with a black Isuzu pick-up and a red quad bike. They then made off towards the Old Windsor/Datchet area.
"No arrests have been made at this stage and an investigation is ongoing."
A source told The Sun newspaper: "They must have been watching Windsor Castle for a while. There are alarms at Windsor Castle but the first time anyone knew there was a break-in was when they crashed through the security barrier at Shaw Farm Gate exit.
"The barrier has needed to be replaced as it was so badly damaged. It was a Sunday night on a school week so the young princes and princess would have been tucked in bed at Adelaide Cottage, just around the corner but still in the grounds."
Shaw Farm is a working farm that is within the royal estate's security perimeter. The gate which was smashed during the raid is believed to be used regularly by William and his wife.
The couple moved to the house in 2022. King Charles and his wife Queen Camilla also have a residence at Windsor Castle, but the monarch is believed to have been away in Scotland at the time of the incident while Camilla is said to have been visiting a spa in India.