Mountbatten-Windsor has said he first met Epstein, in 1999 through Ghislaine Maxwell, Epstein’s British girlfriend, who he had known since she was at university.
Their connections to the late financier have seen both men lose positions, with Mountbatten-Windsor stripped of his royal titles and Lord Mandelson sacked as the UK’s ambassador to the US.
Mountbatten-Windsor has been accused of having sex with Virginia Giuffre when she was a teenager. A civil case brought by Giuffre was settled with no admission of guilt, and he has strenuously denied the allegations.
The BBC has seen the newly discovered image in the latest tranche of documents, which was part of three million pages, 180,000 images and 2,000 videos posted publicly by the DOJ in January.
Material is still being discovered as journalists and the public continue to look through the files.
Earlier this year, photographs appearing to show Mountbatten-Windsor kneeling on all fours over a female lying on the ground were released in a new tranche of US documents.
In two of the images he is seen touching the person, who is unidentified and fully clothed, on her stomach. Another image shows him staring directly at the camera.
He has consistently and strenuously denied any wrongdoing.
Mountbatten-Windsor was arrested on suspicion of misconduct in public office in mid-February in Norfolk, after Thames Valley Police said it was assessing a complaint over the alleged sharing of confidential material by the former prince with Epstein.
He served as a UK trade envoy between 2001 and 2011.