The sources did not provide any further information and it is unclear whether the children were in ill health.
Whatever had befallen on Prince George, Princess Charlotte and Prince Louis must have struck in the afternoon, as Kate did attend a tea party at Kensington Palace earlier that same day.
The Tusk Conservation Awards were held at the Empire Cinema in Leicester Square, London, with a reception followed at the National Portrait Gallery.
The night honored all those who protect Africa's wildlife.
Prince William has been a Royal Patron of the Tusk Trust since December 2005, and on the night the Duke of Cambridge presented the prestigious Tusk Award for Conservation - which is given to an emerging leader in conservation and recognizes them for their contributions - as well as two other awards.
Earlier this week, the Duke and Duchess of Cambridge stepped out for a glam night at the Royal Variety Performance where the pair revealed some interesting tidbits about their two eldest children.
After being gifted with a beautiful bouquet of flowers from the young stars of West End's production of Mary Poppins - 14-year-old Nuala Peberby and 9-year-old Fred Wilcox - Kate shared with them that her two children Prince George, 6, and Princess Charlotte, also share a love for performing.
"She said that her children love performing at home, particularly Charlotte," Nuala later revealed.
Looks like there are two budding performers in the Royal Family!