The Queen meets LSE chief executive Clara Furse
The CNN network had been due to broadcast from the LSE's media centre when the Queen and the Duke of Edinburgh arrived.
Senior financial reporter Todd Benjamin had just reported live on the latest financial figures and was preparing for a second piece when he was forced to abandon his plans.
Instead of the CNN report the media centre's facilities were used to film the Queen's tour, which marked the LSE's 200th anniversary.
CNN, which is based in the US, is one of a number of broadcasters, including the BBC, which pays to use the stock exchange studio.
'Disappointment'
The Royal visit came a day after executives learned they lost their bid for City-based futures and options dealers Liffe to Euronext, the Paris-based stock exchange.
London Stock Exchange chairman Don Cruickshank told the Queen: "You find us well notwithstanding the disappointment of yesterday. But that was one door closing and there are many more opening for us."
The Queen was shown a model of the new LSE building, due to open in Paternoster Square in 2004.
The Queen was also introduced to youngsters receiving vocational help from the Trident Trust, a charity adopted by the Stock Exchange during its 200th anniversary year.