The king and queen will remain in nearby Clarence House.
The appearance marks the couple's first joint attendance at the awards show in three years.
British police confirmed that Andrew Mountbatten-Windsor, formerly known as Prince Andrew, was arrested on Thursday on suspicion of misconduct in public office.
Andrew Mountbatten-Windsor appeared to share sensitive information stemming from his role as the U.K. trade envoy with Jeffrey Epstein, emails suggest.
King Charles III is speaking out after British police arrested his brother, the former Prince Andrew, on suspicion of misconduct in public office.
Prince William and Princess Catherine also expressed concern for the victims of Jeffrey Epstein.