Meghan Markle's nephew was let off with a warning after bringing a knife to a south London club as he celebrated her marriage to Britain's Prince Harry, Sky News reported on Monday.

Police said they had been called to a club in Kingston-on-Thames in the early hours of Sunday morning after a man "openly declared he had a knife as he attempted to enter the club".

READ: Meghan Markle's salty sister slams royal family

Two men in their 20s who were visiting Britain were spoken to at a hotel nearby, police said, and were warned about their actions but not arrested. One of the men voluntarily gave up a noxious spray.

British media identified one of the men as Tyler Dooley, 25, the son of Meghan's half-brother Thomas Markle Jr. British police declined to confirm the men's identities.

According to The Sun, Doodley thought that because US president Donald Trump said that London was a war zone, he felt the need to arm himself.

“I just brought it because Donald Trump said London was like a war zone. I had it for protection.”

Meghan, who now has the title Duchess of Sussex, had not invited Dooley to the wedding.

"In this case careful consideration was taken by the officers, the items were handed over voluntarily and there was no ongoing risk, so the investigation was closed with warnings given," Sally Benatar of the local police force said in a statement.