Gennady Sokolov, a Russian intelligence analyst, wrote in "The Kremlin [vs.] The Windsors" the KGB also tried to bug Kay Kiernan, a therapist who had counseled both the queen and her sister, The Sun reported.
The KGB planted listening devices in Margaret's telephone, cigarette case and even her cigarette lighter, when she made an official visit to Denmark in 1964, Sokolov said.
He said Col. Vadim Goncharov, then head of the KGB, listened to tapes of "drunken parties."
The tapes showed Margaret entertained a "visitor" but contained no evidence of extramarital affairs.
Harold Wilson, who would go on to become British prime minister, was targeted during a 1953 visit to Moscow, the book says. The KGB set what later became known as a "honey trap," using "prostitutes" who were actually KGB agents.