London - A man who set himself on fire in the early hours of Tuesday outside Kensington Palace, the central London home of Prince William and his wife Catherine, the Dutchess of
Two fire extinguishers could be seen next to a police tent set up at the scene of the incident near the large windows of the palace's Orangery.
Two people in white forensic suits put a green petrol canister in a transparent evidence bag under a tree nearby, an AFP photographer saw.
There was a strong smell of petrol at the scene, which was cordoned off to tourists.
"This incident is not being treated as terrorist-related," the police said in a statement.
Officers were called to an area near the locked parks of the palace at 03:06 (03:06 GMT) "following reports of a man behaving suspiciously" the police said in a statement.
"Officers attended and found a man, believed to be aged in his forties, ablaze," the statement said.
The man could not be saved and was declared dead half an hour after emergency services arrived on site.
Police said that a few hours earlier a London hospital had alerted them to the disappearance of a male patient in his forties but did not say whether he was the same man.
The royal family were not in Kensington Palace at the time of the incident, a palace spokesman said.
They spend most of their time at Anmer Hall, a Georgian manor on Queen Elizabeth II's Sandringham estate in Norfolk, eastern England.