Prince Vajiralongkorn, the heir apparent and only son of King Bhumibol Adulyade.
Tylney Hall, where room start at £250 a night, rising to £530 for the Duke and Duchess Suites with four-poster beds and whirlpool baths, declined to comment on their royal guest.
“We never discuss our guests and will not be making any comment about this,” said a spokesman.
Scotland Yard said it did not comment on diplomatic matters.
The prince’s entourage arrived a week ago with a lorry containing a large number of personal belongings.
A marquee has been set up in the gravelled courtyard to house two top-of-the-range Mercedes, including one with the number plate, THAI 1.