London — For the first time, Britain's Prince Andrew is breaking his silence about his friendship with Jeffrey Epstein. The second son of Queen Elizabeth is accused by one of Epstein's victims of participating in underage sex.

The 59-year-old spoke exclusively to the BBC, a broadcast partner of CBS News.

One photograph that did the most damage shows Prince Andrew, who appears to have his arm around Virginia Roberts Giuffre, then 17 and underage. She said she had sex with him three times in 2001 at Jeffrey Epstein's properties.

"He knows what he did and I hope he comes clean about it," she said.

But Andrew flatly denied it, as he has all along.

"I have no recollection of ever meeting this lady, none whatsoever," he told the BBC.

Britain's Prince Andrew is seen in a file photo with Virginia Giuffre (center) and Ghislaine Maxwell. Rex Features

There's no question that the prince was Epstein's friend. They were seen together in Central Park in 2010. Around the same time, a man who appears to be Andrew waves from Epstein's New York mansion. By then, Epstein was a registered sex offender, who'd done jail time.

But the prince said he never noticed anything improper. Though he admitted that visiting him was a mistake.

"I stayed with him and that's…that's…that's the bit that…that…that, as it were, I kick myself for on a daily basis. I let the side down, simple as that," he said.

Members of the royal family normally never submit to on-camera grillings. Prince Andrew did point to how toxic this scandal has been, but we don't yet know if this interview will clear his name, or make matters worse.