Police questioned Prince Harry Tuesday after three people told them they saw a pair of rare birds blasted from the sky.
The hen harriers were reported to have been killed on the Queen’s Sandringham estate in Norfolk.
There are now believed to be just 20 breeding pairs left on mainland England.
Killing the birds could lead to a fine of up to about $20,718 and six months’ jail.
The 23-year-old Prince, a bloodsports fan, was said to have been out shooting with a pal from the Van Cutsem family when the birds died last Wednesday evening.
It was claimed they were the only people known to have been out shooting that night.
A Clarence House spokesman said: “Because Prince Harry and a friend were both in the area at the time, the police have been in contact with them and asked them if they have any information that could help.
“Unfortunately, they had no knowledge of the alleged incident.”
A spokesman for wildlife group Natural England said: “One of our wardens and two members of public saw two harriers shot and killed.
“They saw the birds in the air, heard the shots and watched them fall. It wasn’t possible to see who was responsible. We are shocked that two of England’s rarest birds have been killed in this way. They are one of the most vulnerable species we have.”
An RSPB spokesman said: “We take any allegations of killing hen harriers very seriously. We regard persecution as a major threat.
“If the allegations are substantiated it would be a serious matter.”