United Kingdom, Feb. 20 -- Princess Beatrice and Princess Eugenie just want to focus on "protecting their own children" following their father's arrest.

Andrew Mountbatten-Windsor, 66 - who was previously known as Prince Andrew before he was stripped of his royal titles in October - was arrested at his Sandringham home on Thursday (19.02.26) on suspicion of misconduct in public office and his daughters are trying to protect their own kids amid the fallout.

A source told PEOPLE: "They're trying to stay away from it. They have young children, and this is their grandfather - their focus is on protecting their own children from this.

"That has to feel like a complete betrayal. They're heartbroken - but a dad is still your dad, and a mom is...