Prince Andrew’s absence was confirmed after Yang Tengbo, also known as Chris Yang, was named as being an alleged Chinese spy who had been banned from entering the UK.
The man, reported to have been part of an operation to get close to figures of influence, was described by judges of the Special Immigration Appeals Commission court as having an “unusual degree of trust” with the prince.
Prince Andrew’s office said nothing sensitive had ever been discussed with Mr Yang.
The prince is seldom seen in public since apologising for his links to convicted sex offender Jeffrey Epstein, and no longer takes part in frontline royal duties.
Later on Christmas Day, the monarch’s traditional speech will be broadcast as usual on television and radio at 15:00 GMT.
It was recorded earlier this month in the Fitzrovia Chapel, central London, and marks the first time in more than a decade that the Christmas message has been recorded from a place that is not in a royal palace or estate.
The location suggests that healthcare and supporting community links could be themes for the annual speech.
This year saw the King and Catherine announce their cancer diagnoses within weeks of each other – the King in February of this year and Catherine the following month.
Kensington Palace released a video in September showing Catherine announcing that she had completed her chemotherapy treatment, and promoted the message that “out of darkness can come light”.
She recently marked her biggest return to royal duties after finishing chemotherapy by hosting a carol service at Westminster Abbey. The event was dedicated to individuals who have shown love, kindness and empathy to their communities.
The King’s regular sessions of treatment continue, but as a sign of a positive response – he has plans for a busy schedule of engagements and overseas trips in 2025.