Police officers from Thames Valley and the Metropolitan Police responded to a security breach at the Berkshire castle at around 8.30am on this morning.
They apprehended a 19-year-old man from Southampton, who remains in custody.
The man was not in any buildings on the estate and “security processes were triggered within moments of the man entering the grounds”, police said.
Thames Valley Police Superintendent Rebecca Mears added that members of the Royal Family have been informed about the intruder.
The Queen is celebrating Christmas in Windsor this year after cancelling plans to travel to her other residence in Sandringham, Norfolk. She was expected to have lunch with the Prince of Wales, Duchess of Cornwall and the Earl and Countess of Wessex.
Superintendent Mears said that the force doesn't believe the incident presents a wider danger to the public.
She said: “An investigation is ongoing following this incident and we are working with colleagues from the Metropolitan Police.
“The man has been arrested on suspicion of breach or trespass of a protected site and possession of an offensive weapon.
“We can confirm security processes were triggered within moments of the man entering the grounds and he did not enter any buildings."