In the awkward exchange Andew appears to flirt with his female interviewer, even looking her up and down at one point as the audience laughs.
While being asked how he came by the nickname Andrew moves closer to the journalist and smiles at her as he questions, “which nickname?”
She admits her embarrassment and laughs as she tells him the name is ‘randy Andy’, to which he responds, “I’ll tell you exactly where that originated from, my second day at public school”.
The interviewer appears surprised as she asks him to confirm if this was when he was around 14 or 15, with him replying, “I’m afraid so”.
He continues: “I was unfortunate enough in my early days at Gordonstoun not to realise the rules of the house, which were that you weren’t allowed in the girl’s house.
“I was unfortunately caught going through a door in the girl’s house saying hello to somebody and it stuck. Not many people use it nowadays, I don’t think that it actually fits today anyway.”
Andrew’s attempt to flirt with the journalist appears to go down well with the audience, who are heard laughing throughout the exchange.
READ MORE: The eight biggest bombshells in the new royal documentary series
Following his return from the Falklands in 1982, where he served in the Royal Navy, Andrew was hailed as a war hero and became one of the most popular members of the Firm.
His visit to the west coast of the US was viewed as a “PR dream”, with Andrew cheekily responding “no comment” when asked by a journalist if his sexy image was deserved.
Just a few years later, in 1986 Andrew married Sarah Ferguson, a friend of his then-sister-in-law Princess Diana who supposedly thought the pair would be a good match.
However the documentary claims the new royal couple appeared at risk of outshining the heir Prince Charles and Diana, whose marriage at this point was already on the rocks.
The ITVX series covers the story of Queen Elizabeth’s Firm in chronological order, with the third episode covering the 1980s and early 1990s, a time when the royals were under intense media and public scrutiny.
While there were occasions of great joy for the Queen as she welcomed her new grandchildren into the world, events such as the Falklands War, the breakdown of Charles and Diana’s marriage and the fire at Windsor Castle brought huge sorrow for her.
Andrew and Fergie’s own separation following the birth of their daughters Princess Beatrice and Princess Eugenie came after pictures emerged of the Duchess looking close with Texas millionaire Steve Wyatt on holiday.
In spite of this the ex-couple remain close, with Fergie sticking by Andrew during his most recent scandals.