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Scotland Yard said they are also getting in touch with Lord Justice Scott Baker, the judge who presided over the inquest into her death.
Diana, 36, Mr Al Fayed's son Dodi, 42, and chauffeur Henri Paul, 41, all died in a crash in Paris in August 1997.
Police are currently carrying out a "scoping exercise" as they look into claims that the trio were murdered by a member of the British Military.
They have not launched a full investigation.
New claims:
Citing a military source, Britain's domestic Press Association news agency said it understood the allegation was made by the former parents-in-law of an ex-soldier, based on information he had talked about in the past.
PA and Sky News television said the information had been passed to Scotland Yard by the Royal Military Police.
"The Metropolitan Police Service is scoping information that has recently been received in relation to the deaths and assessing its relevance and credibility," Scotland Yard said in a statement.
"The assessment will be carried out by officers from the specialist crime and operations command.
"This is not a re-investigation and does not come under Operation Paget."
Paget was the police inquiry into the numerous conspiracy theories surrounding the crash. It concluded that all the allegations it assessed were without foundation.
Scotland Yard said they were not prepared to discuss the matter further.
A royal spokesperson said there would be no comment on the matter from William or Harry, or from Charles's Clarence House office.
