Prince Harry and a close friend have been interviewed by police after two rare and legally protected birds of prey were killed on the royal family's Sandringham estate in Norfolk last week.

The prince is understood to have been out shooting on the estate last Wednesday evening, with a friend believed to be from the Van Cutsem family, when witnesses saw two hen harriers in flight being shot, an offence under wildlife protection legislation which carries a prison sentence of up to six months or a £5,000 fine.

Sources have told the Guardian that the prince and his friend were the only people known to be out shooting on the estate last Wednesday evening, and were quickly identified to Norfolk police by the Prince of Wales's staff. It is understood both men were interviewed in person, but have denied any involvement in the incident.

Last night a spokeswoman for Clarence House said: "Because Prince Harry and a friend were both in the area at the time, the police have been in contact with them, and asked them if they have any information that could help. Unfortunately, they've no knowledge of the alleged incident."

No one in the Van Cutsem family could be reached for comment last night, and Norfolk police refused to discuss the investigation.

The deaths have alarmed conservationists. Although widespread in other parts of the UK, hen harriers are rare in England, where there are estimated to be about 20 breeding pairs, compared with 500 pairs in Scotland, Wales and Northern Ireland. The RSPB says the species is the most persecuted bird of prey; it is one of only two - the other is the sea eagle - birds of prey on the UK's "red list" of most endangered species.

The deaths, close to Dersingham Bog nature reserve on the edge of Sandringham estate, were witnessed by a staff member of Natural England, the government's conservation agency which runs the nature reserve, and two members of the public.

A spokesman for Natural England said last night: "We were shocked that two of the rarest birds of prey that we have in England had been shot." The eyewitnesses on the reserve "were watching the birds, saw them in the air, heard a shot and saw one of them fall and heard another shot and saw that one fall". An RSPB spokesman said last night that gamekeepers on country estates, particularly in areas known for grouse or pheasant shooting, were the most likely to see hen harriers as an "enemy" because they feed on game birds. "We take any allegations of killing of hen harriers very seriously, particularly because it is one of only two birds of prey on the 'red list'.

He added: "We regard persecution as a major threat, and whilst it's still a police investigation, if the allegations are substantiated, it would be a serious matter."

Sandringham is near the Hilborough country estate owned by Hugh van Cutsem, a friend of the Prince of Wales. While Prince Charles is known for his strong stance on the environment, Mr van Cutsem, a godparent to both princes, is also a senior figure in the Game Conservancy Trust and is a council member of English Nature, Natural England's predecessor.

Prince Harry and his elder brother, William, have been close friends with Mr van Cutsem's sons, particularly Edward, who is in turn a godson of Prince Charles.