A source told The Daily Express they are “deeply distressed.”
According to he publication both Princess Eugenie and Beatrice have been keeping a low profile since Prince Andrew withdrew from his duties from the royal family last week.
“It has become clear to me over the last few days that the circumstances relating to my former association with Jeffrey Epstein has become a major disruption to my family’s work and the valuable work going on in the many organisations and charities that I am proud to support," he said in a statement.
“Therefore, I have asked Her Majesty if I may step back from public duties for the foreseeable future, and she has given her permission," he added.
"I continue to unequivocally regret my ill-judged association with Jeffrey Epstein.
“His suicide has left many unanswered questions, particularly for his victims, and I deeply sympathise with everyone who has been affected and wants some form of closure.”
Sources also claimed that by undertaking the interview: “Andrew was fighting not just for his survival, but for all their survival.”