PM: Queen 'purred down the line' when he told her Scotland result

Prime Minister David Cameron and former New York mayor Michael Bloomberg.

David Cameron has been overheard saying the Queen "purred down the line" when he called to give her the result of the Scottish referendum.

Speaking to former New York mayor Michael Bloomberg as they walked through the UN headquarters, the Prime Minister is asked about the recent No vote.

"The definition of relief is being the Prime Minister of the United Kingdom and ringing up the Queen and saying, 'It's alright, it's ok', that was something," he says before adding, "She purred down the line, I've never heard someone so happy".

As they continue walking, Cameron can be heard saying, "But it should never have been that close."

"It wasn't in the end, but there was a time in the middle of the campaign when it felt..." the Prime Minister continues before Bloomberg interjects, "But that's the press."

When Bloomberg mentions polls, Cameron jokes, "I said 'I want to find these polling companies, I want to sue them for my stomach ulcers, because of what they've put me through."

Buckingham Palace would neither confirm nor deny the claim, saying they do not comment on private conversations.