The owners of two of London's most prestigious private squares are looking into how felled trees in west London killed a woman and injured a man as the tail-end of Hurricane Gonzalo hit the UK.

As the winds die down from yesterday’s (October 21) two separate incidents in Rutland Gate, Knightsbridge and Eaton Square, Belgravia, the private owners of each square are investigating how the trees were knocked down in winds which reached 31mph in London.

A woman, reported today to be in her 50s, was killed by a tree about 20m high as it came down at about 11.45am into Kensington Road from the square in Rutland Gate.

Just 40 minutes later, a man said to be in his 30s was hit by a tree falling from a nearby square at the junction of Eccleston Street and Eaton Square. He was taken by ambulance to St Mary’s Hospital with head, chest and leg injuries as a priority.

Westminster Council is attempting to liaise with the private owner of the square in Rutland Gate. Councillor Philippa Roe, leader of the council, said: “We were extremely sorry to hear about yesterday’s tragedy in Knightsbridge and send our deepest condolences to the lady’s family. Our thoughts are with them.

“Our tree experts have been helping at the scene and will work with the tree’s owner and the Health and Safety Executive (HSE) to establish exactly what happened.”

The HSE confirmed it is making enquiries into the Rutland Gate incident.

Overlooking the square is what is thought to be the UK's most expensive house which was reportedly sold for £300m in 2012 for the 60,000 sq ft property previously owned by Sultan bin Abdulaziz, crown prince of Saudi Arabia.

Image provided by NASA shows Hurricane Gonzalo approaching Bermuda before it made its way to the UK

Meanwhile, the Grosvenor Group who owns Eaton Square on behalf of its owner the Duke of Westminster, is taking on its own investigation into how the tree fell, injuring the man.

A spokeswoman said: “We were very concerned to hear a man was injured by a falling tree at Eaton Square yesterday. Emergency services attended the scene and dealt with the situation. The injured man was taken to hospital by the London Ambulance Service, where we understand he is being treated for severe injuries. We wish him all the best and hope that he makes a full recovery.”

Properties in Eaton Square, where Margaret Thatcher lived, sell for several million, with one house with a gold-plated pool put up for sale for £70 million last year.

Westminster Coroner’s Court is currently formally identifying the woman who died.

Gusts reached up to 70mph in Wales yesterday but the highest winds in London reached 31mph. Today they have settled down to between seven and 10mph where they will remain for the rest of the week.