A joke, a tragedy, and now, a police investigation.

London police are investigating the circumstances surrounding the prank call to the hospital where Prince William's pregnant wife Kate was being treated -- after the nurse who answered it was found dead.

Australian police say they are cooperating with the investigation into the apparent suicide of Nurse Jacintha Saldanha.

The New South Wales deputy police commissioner says London police may wish to interview those involved in the call from Australia's 2Day radio station.

(SOUNDBITE) (English) NEW SOUTH WALES POLICE, DEPUTY COMMISSIONER NICK KALDAS, SAYING:

They haven't actually asked us to do anything yet, but we've certainly opened up the lines of communication and obviously we're happy to assist in any way we can. It's a bit of a tragic set of circumstances. Our condolences obviously go out to the family."

The two presenters pretended to be Queen Elizabeth and Prince Charles when they called Tuesday and were given confidential details about how the duchess was faring.

Saldanha, who passed on the call to a nurse in the ward where the duchess was being treated, was reportedly not facing disciplinary measures.

The station's parent company, Southern Cross Austereo, said the two presenters are very distressed and are receiving counselling.