Queen Elizabeth has received a letter from an Australian town asking her to return the silk pyjamas they gave to her one of her ancestors.

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Local residents of Ballarat, a town north-west of Melbourne, are desperate to get their hands on the sleepwear given to the then Prince of Wales, the future King Edward VIII, when he visited their town in 1920.

After receiving the letter, the queen is said to have asked her archivist to find out what happened to the silk nightwear set.

However, after being unable to find the pyjamas, Pamela Clark of the Royal Archives Registrar has written a letter back to the residents of Ballarat explaining the situation.

In the letter, she writes: “I am sorry to give you a disappointing reply. As you are probably aware, the Prince of Wales later became King Edward VIII, then abdicated and, as Duke of Windsor, spent most of his time in France.

“Assuming the pyjamas survived, he would presumably have taken them with him, so they are no longer in royal custody.”

A spokeswoman added: “This has really been the cause of much amazement and amusement here. But despite fierce efforts, we have unfortunately been unable to find them or even locate a picture of the Duke of Windsor wearing them.”

Ballarat research librarian Edith Fry said she was “disappointed” by the news as she had wanted to put them on public display in a museum in the town.