Andrew also told BBC television that he had "let the side down" by staying with US financier Jeffrey Epstein after Epstein's conviction for paying a teenage girl for sex, in comments broadcast on Friday.

One of Epstein's accusers, Virginia Giuffre, has said she was forced to have sex with Andrew in London, New York and on a private Caribbean island between 1999 and 2002, when she says Epstein kept her as a "sex slave".

In an excerpt of an interview given by Andrew to the BBC's Newsnight program, the prince was asked about the claim by Giuffre that she had sex with him in a house in London.

"I have no recollection of ever meeting this lady, none whatsoever," Andrew said.

Andrew, 59, is the second son of Queen Elizabeth. He married Sarah Ferguson in 1986 and the couple divorced 10 years later although they remain close friends.

In a second excerpt, shown by the BBC before the full broadcast of the interview at on Saturday, Andrew was asked about his decision to stay in Epstein's home in New York after his conviction.

"I stayed with him and that's ... that's ... that's the bit that ... that ... that, as it were, I kick myself for on a daily basis because it was not something that was becoming of a member of the royal family and we try and uphold the highest standards and practices and I let the side down, simple as that," he said.

Giuffre, who was previously named Virginia Roberts, has said that she first had sex with Andrew when she was 17 and underage.

A picture showing the prince with his arm around Giuffre's waist from 2001 has appeared in British media. Unnamed supporters of Andrew told the Daily Telegraph newspaper in August that the picture had been faked.

Andrew has previously denied any inappropriate relations with Giuffre.

When the allegations were first made, a Buckingham Palace spokesman said it was "emphatically denied" that Andrew had any form of sexual contact or relationship with her.

Andrew has previously said he stood by the palace statements. He recently apologised over his friendship with Epstein.

He has also previously acknowledged he made a mistake after a photograph of him with Epstein in New York was published in a British newspaper in December 2010. The former investment banker was then a registered sex offender.

Epstein, 66, died by hanging himself in his Manhattan jail cell on August 10.

Andrew's former wife Ferguson sent him a message of support shortly before the interview excerpts were broadcast on Friday.

"It is so rare to meet people that are able to speak from their hearts with honesty+pure real truth, that remain steadfast and strong to their beliefs," she said on Twitter.

"Andrew is a true+real gentleman and is stoically steadfast to not only his duty but also his kindness + goodness @TheDukeOfYork."

Australian Associated Press