Scotland Yard said it is 'scoping' the information and 'assessing its relevance and credibility'.
It is understood the allegation was made by the former parents-in-law of a former soldier based on information that the ex-soldier talked about in the past, according to a military source
A statement issued by Scotland Yard said: 'The Metropolitan Police Service is scoping information that has recently been received in relation to the deaths and assessing its relevance and credibility.
'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.'
Police said they are not prepared to discuss the matter further, while a royal spokeswoman said there will be no comment on the matter from Prince William or Prince Harry, or from Clarence House.
Diana, Dodi and chauffeur Henri Paul died after their Mercedes crashed in the tunnel, which left the Ritz Hotel on the morning of August 31 1997.
The inquests concluded on April 7, 2008, with a jury returning a verdict that the 'People's Princess' and her boyfriend were unlawfully killed.
After the hearing, Metropolitan Police said they had spent £8 million on services arising from the inquest and the Operation Paget investigation from 2004 to 2006.
Former Met Police Commissioner Lord Stevens's Paget investigation was launched in 2004 at the request of Michael Burgess, the Royal Coroner, who was then overseeing the future Diana inquest.
The former top policeman published his report in December 2006, rejecting the murder claims voiced by some, including Dodi's father Mohamed al Fayed.
Lord Stevens's investigation found that Diana was not murdered by British spies nor by the Duke of Edinburgh and she was not pregnant nor engaged to boyfriend Dodi.
Operation Paget concluded, just like the French investigation in 1999, that driver Henri Paul was drunk and driving at excessive speed.
The investigation dismissed the endless conspiracy theories sparked by the fatal accident.
Mr Paul had an alcohol level of around 1.74 grams per litre at the time of the crash - about twice the British drink-drive limit.
The black type S280 Mercedes was being driven through the Pont de l'Alma tunnel in Paris at around 61 to 63mph - twice the speed limit for that section of road.
Lord Stevens said allegations that Diana was murdered were 'unfounded' and that he found nothing to justify further inquiries with members of the Royal Family.
A spokesman for Mr al Fayed yesterday said he had no comment to make, but said he will be 'interested in seeing the outcome', adding that he trusts the Met will investigate the information 'with vigour'.
The Ministry of Defence said tonight it was not commenting on the matter.
Timeline of events leading to the Diana report
August 31, 1997 - Diana, Dodi and their chauffeur Henri Paul die when their S280 Mercedes crashes in the Pont de l'Alma tunnel in Paris after leaving the Ritz Hotel. Bodyguard Trevor Rees-Jones is badly injured but survives. A number of photographers and a press motorcyclist are held for questioning.
September 1, 1997 - Analysis of blood samples indicate Paul was drunk.
September 2, 1997 - French prosecutors open an official inquiry headed by Judge Herve Stephan. And Dodi's father Mohamed al Fayed files a civil action in Paris and asks for a widening of the inquiry to include possible charges of violation of privacy against Dodi and Diana.
September 6, 1997 - Diana's funeral is held at Westminster Abbey, watched by millions around the world. Her son Princes William and Harry walk through the streets behind her coffin.
September 17, 1997 - Examination of debris found at the scene of the crash suggests the involvement of a white Fiat Uno. Identity checks are carried out on 40,000 Fiat Uno owners, but it is never found.
March 1998 - Mr al Fayed tells investigators he believes the crash was part of a plot to kill Diana by MI6
July 1999 - A French appeals court rejects a request by Mr al Fayed for further official inquiries into the crash.
September 1999 - Judge Herve Stephan’s reports finds that that Diana and Dodi were killed because their chauffeur, Henri Paul, was driving at high speed under the influence of drink and anti-depressant drugs. The photographers and press motorcyclist are formally cleared of manslaughter charges. Mr al Fayed announces he will appeal.
July 2000 - Mr al Fayed loses his High Court battle for joint, or concurrent, inquests into the deaths of Diana and Dodi.
MR Mohammed al Fayed PICHANI HAPA 'AKIDAI UKWELI''
November 2001 - Mr al Fayed loses a £100,000 claim for damages over what he had called a ‘flawed’ part of the inquiry into Diana's death.
October 2003 - Three photographers who snapped pictures of Diana and Dodi at the crash scene go on trial in Paris accused of invading the couple's privacy. They are cleared a month later.
November 2003 - A privacy violation civil case, brought by Mr Fayed against three of the photographers who were following the Princess's caIn July 1999 a French appeals court rejected a requestby Mohammed al Fayed for further inquiries into the crashr on the night she died,
January 6, 2004 – Separate inquests into Diana and Dodi’s deaths are finally opened and adjourned. On the same day, the Daily Mirror publishes a letter from Diana to her butler Paul Burrell 10 months before her death in which she claimed her former husband, the Prince of Wales, was plotting to kill her in a crash.
January 7, 2004 - Former royal coroner John Burton, who was present at the princess's autopsy, says she was not pregnant when she died. The Scotland Yard inquiry - codenamed Operation Paget - is stepped up.
July 6, 2004 - The Diana memorial fountain opens in Hyde Park.
August 2004 - A French court orders a new investigation into the alleged falsification of alcohol and drug tests on Henri Paul, his parents have always rejected the original post-mortem examination's findings.
May 2005 - Detectives are said to have quizzed Britain's two most senior spy chiefs John Scarlett, the head of MI6, and Eliza Manningham-Buller, the MI5 director general.
July 2005 - The wrecked Mercedes is brought to Britain for forensic examination..
December 2005 - The Prince of Wales is finally questioned by Lord Stevens, signalling that the investigation is drawing to a close. He is said to have been asked if he ever plotted to assassinate the Princess.
July 2006 - Royal coroner Michael Burgess quits the inquests, blaming a ‘heavy and constant’ workload. He is later replaced by Britain’s top female judge Lady Butler- Sloss
December 2006 - Lord Stevens finally releases his report after three years of investigation – it finds that there was no conspiracy to murder the Princess lover and no cover-up afterwards. Instead it concludes that the couple and their chauffeur Henri Paul died in a simple traffic accident in a Paris underpass in August 1997. Lord Stevens stressed that if the Princess had been wearing a seatbelt she might have survived the crash.
TUMESHIRIKI NA KUCHAMBUA KUTOKA DM