The Times reports that according to an ex-guardsman, the Queen likes to throw on a trench coat and go out on nighttime walks when sleep eludes her.
One night though when the ex-guardsman was patrolling the inside of the Palace walls at 3 am he spotted the Queen but thought it was an intruder so shouted at her "Who's that?"
Upon discovering who it was, he told the Queen "Bloody hell, Your Majesty, I nearly shot you!"
The Queen, known for her humour and quick wit, replied: "That's quite all right, next time I'll ring through beforehand so you don't have to shoot me."
The Times article did not specify when the incident took place.
Queen Elizabeth II is 90 years and is the longest-reigning monarch in Britain's history.