Australia woke up to the shocking news that a nurse who answered a royal prank call by DJs from down under, was dead.

The news was broadcast on major TV channels.

Police said the death was being treated as unexplained but they were not looking for anyone else, indicating the nurse had taken her own life.

Prince William's pregnant wife, Kate, was being treated at the King Edward VII Hospital for acute morning sickness, when the call was received.

Sky News Australia read a statement from the owners of 2DayFM.

(SOUNDBITE) (English) SKY AUSTRALIA NEWSREADER SAYING:

"Southern Cross Austereo and 2Day FM are deeply saddened by the tragic news of the death of nurse Jacintha Saldanha from King Edward VII's Hospital, and we extend our deepest sympathies to her family and all that have been affected by this situation around the world."

The statement also said the two radio DJs, pretending to be Queen Elizabeth and Prince Charles, will not be returning to their show till further notice.