A large number of vehicles are moving in and out of Royal Lodge on Saturday, Andrew Mountbatten-Windsor's home until a few weeks ago, Sky News reports.
According to British media, the search will continue throughout the weekend.
The former prince was arrested on Thursday - on his 66th birthday - and released the same evening after eleven hours of interrogation.
King Charles's brother is being investigated for misconduct in public office, as he is suspected of providing potentially classified information to sex offender Jeffrey Epstein during his time as British trade envoy.
Andrew was stripped of his royal title in October last year after a series of scandals linked to the release of documents from the Epstein investigation. It also emerged that the former prince was forced to leave the Royal Lodge on the Windsor Estate. The move to the royal family's Sandringham estate in Norfolk took place earlier in February.
