Sir Mark told ABC News: “As we’ve said publicly with Peter Mandelson, the former ambassador, there is a particular e-mail to do with bailouts after the financial crash in the sort of, I think 2008-2009.
“It looks like it was shared with Epstein, so we’re looking at that as to whether that’s a criminal offence.”
He added that Thames Valley Police were also looking at other documents potentially shared by Andrew Mountbatten-Windsor.
The former prince is also under investigation on suspicion of misconduct in public office.
He was arrested after the force said it was assessing a complaint over the alleged sharing of confidential material with Epstein.
Sir Mark said there were also “a whole range of suggested sexual allegations” against Mountbatten-Windsor “and those are being assessed at the moment to see whether any of them do actually merit a criminal investigation”.
The Met chief said officers recorded four interviews with Virginia Giuffre, who alleged that she was brought to London to have sex with the former prince in 2001 when she was 17.
He added: “Those interviews didn’t give us any evidence or any allegations of sexual offending or trafficking that we could investigate in the UK.
“So that’s why that investigation didn’t go forward.”
Mountbatten-Windsor has always denied the allegations.
Giuffre died by suicide last year.