Princess Diana had a "big impact" during her 1993 Nepal visit

In a separate move by the Foreign Office, British nationals in Nepal are being advised to exercise "extreme caution" in the wake of the deaths.

The Queen, Prince Charles and Tony Blair have expressed "shock, sadness and sympathy" after the killings of the Nepalese royal family.

Initial reports suggested that King Birendra and Queen Aishwarya were shot dead along with nine other family members on Friday night.

The acting head of state in Nepal, Prince Gyanendra, has given a different version of events in the first official explanation of the killings.

In a message to the people, he said only that the deaths had occurred after the sudden discharge or explosion of an automatic weapon inside the palace.

Hari Shrestha, a senior official at the Nepalese embassy at Kensington Palace Gardens in London, thanked Britons for their sympathy and said the book of condolences would remain open for five days.

British sentiments

He told BBC News Online: "All the Nepalese community including the embassy itself are in a state of shock - it is a moment of great emotion and great sorrow.

"People have been outpouring their grief to the embassy from various groups.

"We have been touched by the sentiments of the British people - we have had messages, bouquets of flowers and a lot of visitors to the embassy.

"There are very strong links between the Royal households and there is a sense of extreme grief and sorrow."

The Foreign Office has issued advice to Britons in Nepal or travelling to the country.

"British nationals should exercise extreme caution when moving around the city and should not venture out after dark," said a spokesman.

Nepal, constitutional monarchy for 10 years

"We are not advising people to change their travel plans but it is a sensitive time right now and they should be cautious."

Saturday's statement from Buckingham Palace said: "The Queen has sent a message on behalf of the whole family to Prince Gyanendra as Prince Regent.

"The message speaks of the shock and sadness at the news and of the long-standing and valued relationship between the two countries and families."

The Queen has instructed that flags fly at half mast at Royal palaces, main government buildings and military sites across the UK, including the Tower of London and Dover Castle.

Crown Prince Dipendra, 29, is gravely ill in hospital in Kathmandu.

The Prince of Wales has said he is "deeply shocked and saddened" by the killings.

Deep sympathy

A spokeswoman said Charles and Dipendra "knew each other quite well", from meeting on several state occasions.

Charles last met Dipendra three years ago, when he visited Nepal in 1998 as the prince's guest.

At an official banquet then, Dipendra had told of Nepal's sorrow at the death of Diana, Princess of Wales.

She had made a huge impression during a visit to the Himalayan kingdom in 1993 and was praised by adoring Nepalis as a "model mother".

Prime Minister Tony Blair also called the deaths a "dreadful tragedy".

Mr Blair said Britain had strong ties with Nepal, strengthened by the thousands of Nepalese Gurkha soldiers in the British Army.

Flags have been flying at half mast on Saturday at the 2nd Battalion of the Royal Gurkha Rifles army barracks in Kent, where more than 1,000 Gurkhas are based.

A special parade is due to be held on Monday as a mark of respect.