(CNN) A man died after setting himself on fire Tuesday outside Kensington Palace, the London home of Prince William, Catherine, Duchess of Cambridge, and their two children, according to London police.
Police found the man ablaze near a garden gate outside the palace and pronounced him dead at the scene, a representative for London's Metropolitan Police said.
Kensington Palace declined to comment on the situation.
Police said a central London hospital called them shortly after midnight (7 p.m. ET Monday) when a man in their care failed to return to the facility. Police said they went to three addresses but failed to find the man, who was in his 40s.
Authorities later were called to an area near Kensington Gardens. There, shortly after 3 a.m. Tuesday, police said they found the man ablaze. They administered first aid at the scene, but the man was pronounced dead about 45 minutes later, police said.
The death is not being treated as related to terrorism, police said. They did not identify the man.
It is not known if Prince William and his family were at the palace at the time.