It comes as police in the Philippines investigate suspected child sex abuse images reportedly found at Thomas Markle Sr's former home.
Meghan's half-brother, Thomas Markle Jr, on Friday told The Sun newspaper he found a stash of child sex abuse images belonging to their father at his former home in the Philippines and reported it to local police and the FBI.
Markle Sr has admitted paying for sex in the Asian country but denies ever possessing a hoard of such material.
The Met Police has said in 2019, it received a letter in which the author suggested "they were writing to raise concerns relating to the security of the Duchess of Sussex".
The Met added the letter "did not actually contain any information specifically related to security matters, it did contain a number of claims about alleged offending outside the United Kingdom".
It was passed to the office of the Duke and Duchess of Sussex for their awareness.
Following a review, a voluntary referral has been made to the Independent Office for Police Conduct "in respect of the decision not to inform other law enforcement agencies, and the decision to pass the letter to the office of the Duke and Duchess of Sussex", the Met said.
Commander Adam Slonecki, who leads the Metropolitan Police's Protection Command, said: "In January 2019, the Met received a letter addressed to our Protection Command, specifically the Fixated Threats Assessment Centre.
"The author of the letter suggested they were writing to raise concerns relating to the security of the Duchess of Sussex.
"While the letter did not actually contain any information specifically related to security matters, it did contain a number of claims about alleged offending outside the United Kingdom.
"The letter was assessed and subsequently passed to the office of the Duke and Duchess of Sussex for their awareness.
"The details of the allegations in the letter were not shared with other law enforcement agencies."
Authorities in the Philippines said last week they were investigating Markle Sr over allegations he possessed child sexual abuse images.
He has denied the accusations.
Meghan, the Duchess of Sussex, previously described the news was "very distressing".
1800 RESPECT (1800 737 732)
National Sexual Abuse and Redress Support Service 1800 211 028
