Just days before one of the most anticipated weddings in years, Kensington Palace issued a statement on Monday asking for “understanding and respect” after a report that Meghan Markle’s father had decided to skip the ceremony and would not walk her down the aisle.

Ms. Markle, an American actress, will marry Prince Harry on Saturday at St. George’s Chapel in Windsor Castle at a ceremony that will be attended by celebrities and be covered by media outlets around the world.

But Ms. Markle’s father, Thomas Markle, will not attend, the celebrity news website TMZ reported on Monday — a revelation that has spurred a fresh round of gossip and speculation about who will take his place.

In a statement, released soon after TMZ’s report was published, a Kensington Palace spokesman appeared to acknowledge the report’s existence but stopped short of confirming it.