A Clarence House spokeswoman said: "The Prince of Wales and the Duchess of Cornwall were saddened to hear of Jimmy Savile's death and their thoughts are with his family at this time."
Jimmy's two nephews told the press he passed away peacefully in his sleep on Friday night at his home in Leeds two days short of his 85th birthday.
Known for his catchphrases – including "now then, now then" – tracksuits, and gold jewellery, the star was described as "larger than life" by friends and colleagues.
Sir Jimmy was a friend of several members of the royal family, and was a regular visitor to Clarence House.
Asked about his royal connections, the DJ once said: "Royalty are surrounded by people who don't know how to deal with it.
"I have a freshness of approach which they obviously find to their liking.
"I think I get invited because I have a natural good fun way of going on and we have a laugh. They don't get too many laughs."
During his life he raised millions of pounds for charity – his accountant lost track after the £40 million mark – and completed over 200 marathons for good causes.
In 1983, he raised £20 million for the creation of the National Spinal Injuries Centre at Stoke Mandeville Hospital in Aylesbury, Buckinghamshire, and was a regular volunteer there.
Sir Jimmy was born in 1923 in Leeds, the seventh child of bookmaker's clerk Vincent, and housewife Agnes – the woman he always refered to as "the Duchess" .
As a teenager he started his working life as a miner in Yorkshire – and narrowly escaped death when an explosion left him with spinal injuries.
Doctors told him he would never walk again, but he recovered, and was back on his feet three years later.
He moved on to the entertainment business and and established himself as a DJ, and hosted the first ever edition of Top Of the Pops.
In the Seventies, the star started a 20-year run as the host of Jim'll Fix It – making dreams come true for over 1,500 children.
One of his most famous 'fixes' was for Nigel Kennedy, a talented youngster, who dreamed of performing on TV. The appearance had the desired effect – he went on to become a celebrated violinist.
In addition to his day job, Jimmy competed as a semi-professional sportsman – as a wrestler and cyclist.
Of his sporting endeavours, he said: "If you look at the athletics of it, I've done over 300 professional bike races, 212 marathons and 107 pro fights."
"No wrestler wanted to go back home and say a long-haired disc jockey had put him down.
"So from start to finish I got a good hiding. I've broken every bone in my body. I loved it."