King Charles and Queen Camilla were not at Windsor Castle when the farm raid took place.
Prince William and Catherine live with their three children in Adelaide Cottage, not far from Windsor Castle.
Senior royals have their own police protection – and there is no suggestion of any direct danger from the incident.
Royal Lodge, another residence in Windsor, occupied by the Duke of York, has its own security arrangements – said to cost several million pounds per year.
The burglary took place at around 23:45 on Sunday 13 October, and was reported to have involved scaling a six-foot perimeter fence and escaping by breaking through a gate with a stolen vehicle.
“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,” said the statement from Thames Valley police.
“No arrests have been made at this stage and an investigation is ongoing.”
There have been previous security incidents at Windsor. On Christmas Day in 2021 an intruder was arrested in the grounds of Windsor Castle.
Jaswant Singh Chail, who had been armed with a crossbow, was later jailed for nine years.
The 15,800-acre Windsor estate, west of London, includes working farms, conservation areas, Windsor Great Park and famous royal landmarks, such as Windsor Castle.
Last year Windsor Castle was the UK’s most popular royal tourist attraction, with 1.4 million visitors.