British media reported the scare overnight, with the Daily Star revealing the encrypted messages read: "even the royal family won’t be left alone" and "school starts early," posted alongside an image of the four-year-old at Thomas’s at Battersea school and the school's address.
The message allegedly also included words from a jihadi song which translate as, “when war comes with the melody of bullets, we descend on disbelief, desiring retaliation”.
Concerns for the security at the private school have already been raised after a woman filmed herself breaking in and walking the corridors unchallenged.
Prince William and Kate Middleton's firstborn started at Thomas' in September. 560 students aged between four and 13 attend the school.
The royal family are yet to respond to the alleged threats.