People Magazine reports that Her Majesty was walking around the Buckingham Palace grounds when a guardsman on patrol saw a figure in the darkness.
Thinking he spotted an intruder, the Times said he called out, "Who's that?"
To his surprise it was the Queen and he blurted out that he nearly shot her.
Her Majesty reportedly replied, "That's quite all right. Next time I'll ring through beforehand so you don't have to shoot me."