Major Ronald Ferguson, the father of the Duchess of York, has died aged 71.
Major Ronald Ferguson spent 28 years in the Household Cavalry
He passed away in a clinic in Hampshire on Sunday night after suffering a heart attack
He had been fighting prostate cancer since 1996 and had previously suffered a series of heart attacks.
The duchess was on her way to Australia when her father died, but had seen him in the clinic shortly before she left.
A spokeswoman for the duchess said: "She is grieving but is grateful for the time she had with her father to say goodbye."
It is understood the Duchess of York will fulfil work commitments in Australia before returning early next week for her father's funeral.
Buckingham Palace said the Queen had been told the news and would be sending a private message of condolence to the major's widow.
The Duke of York was said to be "deeply saddened" by the news, as was the Prince of Wales.
Speaking outside the family home, Dummer Down Farm, Major Ferguson's son Andrew said: "My father had been in the Hampshire Clinic on and off since October last year suffering from prostate cancer.
We are all very sad and upset we have lost him and we want to mourn him
Major Ferguson's son Andrew
"He never grumbled or moaned about his illness, he just got on with life.
"My father did marvellous things for hundreds of people, not just with his help with polo and cricket clubs but with his tireless support for prostate cancer charities.
"We are all very sad and upset we have lost him and we want to mourn him
The major's second wife Susan was with him when he died.
At the Dummer Cricket Centre, on Major Ferguson's farm a flag was flying at half-mast to mark the passing of the noted cricket fan.
Major Ferguson spent 28 years in his father's regiment, the Household Cavalry.
He became a public figure in 1986, with his daughter Sarah's marriage to Prince Andrew.
In the years that followed he became a witness to his daughter's treatment by the media and found his own behaviour was also closely scrutinised.
At one point he was caught at a central London massage parlour, prompting much media coverage.
He tackled the situation head-on, asking a newspaper for a copy of its cartoon based on the affair.