During an interview with BBC's Newsnight, the Duke of York revealed that his daughters Princess Beatrice and Eugenie, as well as ex-wife Sarah Ferguson are very confused by everything that has happened.
"This first came out in 2011...It was a surprise to all of us because the photographs were published at a different time to when I was there...as a family we discussed it," he said.
"And then in 2015 when the allegations were made and the deposition, there was a sort of...and this was the immediate family not the wider family...the wider family were couldn't be more supportive...the immediate family it was 'what's all this about...and we were all at a loss."
When asked whether the allegations had been damaging to the Queen, Prince Andrew responded: "I don't think it's been damaging to the Queen at all...it has to me.
"If I was in a position to be able to answer all these questions...but I'm afraid I can't. I'm not in a position to do so because I'm just as much in the dark as many people."
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Earlier today, the Duke's ex-wife Sarah Ferguson took to Instagram to publicly declare her support for her former husband.
She wrote: "It is so rare to meet people that are able to speak from their hearts with honesty and pure real truth, that remain steadfast and strong to their beliefs.
"Andrew is a true and real gentleman and is stoically steadfast to not only his duty but also his kindness and goodness of always seeing the best in people. I am deeply supportive and proud of this giant of a principled man, that dares to put his shoulder to the wind and stands firm with his sense of honour and truth.
She continued: "For so many years he has gone about his duties for Great Britain and The Monarch. It is time for Andrew to stand firm now, and that he has, and I am with him every step of the way and that is my honour. We have always walked tall and strong, he for me and me for him."
