The divorced pair have stayed on good terms, however, recent speculation has suggested they have rekindled their romance.
Prince Andrew took a private jet on Tuesday and Fergie landed on a commercial jet on Thursday.
Prince Andrew has had quite the week already. Yesterday, he accidentally wished the wrong daughter happy birthday on Twitter.
Their daughters, Beatrice, 31 and Eugenie, 29, are expected to join them at Balmoral.
This isn’t the first time the former married couple have visited Balmoral since their divorce, however, this is deemed as more significant due to the rumours.
“The Queen wanted them there as a family and it’s very much her giving the private nod of approval.” A royal insider told The Sun.
“They went to great lengths to avoid being spotted together arriving.” The source added.
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ITV’s royal editor Chris Ship revealed the couple were back together in April, but this was denied by the Duchess.
Fergie married Prince Andrew in 1986 and though they divorced in 1996 after being separated for four year, they have remained good friends since.
They live together in the Royal Lodge in Windsor.
A Buckingham Palace spokeswoman said: “The Duke of York’s travel to Scotland was paid for privately. Balmoral is The Queen’s private home so we wouldn’t comment on who may or may not be staying there.”
Fergie has retained a close relationship with her two daughters, although it has been through its fair share of rocky patches.
Recently, a friend of Princess Beatrice told The Express that she “cried for days” after Fergie was caught up in a sting operation by the News of the World.
She was secretly filmed by undercover reporter ‘Fake Sheikh’ Mazher Mahmood, agreeing to grant him access to Prince Andrew, in exchange for £500,000.