It is reported that upon hearing the news the British monarch left dinner to be by the side of Fraser Marlton-Thomas, and spent half-an-hour consoling the 25-year-old.
Despite her pleas for him to take more time off to grieve for his sibling - 28-year-old Corporal Loren Marlton-Thomas - devoted Fraser spent just one day with his family before returning to help with preparations for the State Opening of Parliament.
He also insisted on taking part in the traditional procession from Buckingham Palace to Westminster, refusing to be absent on one of the monarch's busiest days.
On Wednesday he proudly stood in his full livery on the back of a carriage carrying a lady in waiting and the Master of the Horse, as an escort to the Queen, who was attending the opening of parliament to deliver her annual speech.
"Both these brothers have devoted their lives to serving Queen and country," a palace source told the Sun. "For them personal duty is not a fancy idea, it is the core of their being."
"And when Loren laid down his life for his comrades, it was the Queen herself who was able to comfort a grieving brother."
"The Queen has a special relationship with her servants," the source added. "She is incredibly loyal and cares deeply for all of them. They respond in kind."
The monarch's grandson, Prince Harry, spent ten weeks serving in Afghanistan in December 2007.