The Queen was last seen at an engagement with the couple back in September, when she was in attendance at the annual Highland Games Gathering in Braemar, Aberdeenshire.
Reports of a split have not been confirmed by Buckingham Palace, but if the reports are to be believed, Peter would be the first of the monarch’s grandchildren to divorce.
Back in 2008, the the pair tied the knot at a ceremony which took place at St George’s Chapel in Windsor.
They went on to have two daughters, Savannah, nine, and Isla, seven, who both have joint citizenship for Britain and Canada.
Good Morning Britain airs weekdays at 6am on ITV.