The monarch told British MPs he wanted a "dialogue" between Madrid and London on the status of the territory, in a snub to Gibraltar's own democratically elected government.
The prime minister's spokeswoman said Gibraltar did not come up. The Spanish queen looked as fabulous as ever in her ensemble, teaming a crisp white wrap blouse featuring an asymmetric neckline, with a midi-length pleat front skirt from the renowned British brand.
Prince Harry was an excellent and posed host when he escorted the king and queen of Spain to Westminster Abbey.
King Felipe addressed a Business Forum at Mansion House this morning and praised the economic and trade ties between Spain and the UK. "We want them to stay, just like the UK nationals that have settled in Spain", he said.
They will then visit Exeter college, where a professorship in Spanish is named after Felipe's great-grandfather, Alfonso XIII, and meet Spanish students and academics.
The busy day for the royal family continues with Kate's visit to the Natural History Museum to help launch a new display that recreates the sounds and scents of the ocean and see the newest attraction - a diving blue whale skeleton, which is suspended from the ceiling.
"With such a remarkable shared history, it is inevitable that there are matters on which we have not always seen eye to eye. And that deal must also work for Gibraltar".
Felipe spoke about the hundreds of thousands of Spaniards living in Britain and Britons living in Spain, whose future hangs in the balance.
Gibraltar, a British overseas territory on the southern tip of the Iberian peninsula, has been a source of tension between the two countries for decades.
Residents there have twice voted overwhelmingly to remain with the British rather than return to Spanish control.
Normally, royal visits are all waves and smiles, with less-than strenuous conversation with a few hand-picked commoners or the public tasting of a weird local delicacy to disrupt the flow.
Felipe and Letizia will formally say goodbye to the Queen and Prince Philip at Buckingham Palace.
It will be the first time Harry has taken part in a state visit. Both royal lines are descended from Queen Victoria.