You are not permitted to download, save or email this image. Visit image gallery to purchase the image.
Shand, 62, was the younger brother of Camilla Parker Bowles, who became the Duchess of Cornwall as the second wife of heir-to-the-throne Prince Charles.
The royal couple confirmed the death in a statement, saying "family members are utterly devastated by this sudden and tragic loss."
"Mark Shand was a man of extraordinary vitality, a tireless campaigner and conservationist whose incredible work through the Elephant Family and beyond remained his focus right up until his death," the statement said.
He was taken to hospital on Tuesday evening (local time) after injuring his head.
Shand, who was also a travel writer, established the Elephant Family charity in 2002 to save the endangered Asian elephant from extinction in the wild. His award-winning 1996 book, "Queen of the Elephants," was made into a documentary film.
Ian Walkden, the chief executive of the Elephant Family, said Shand was in New York to host a live auction in aid of the charity and underprivileged children at Sotheby's.
"We have lost the head of our family. Mark Shand was a true force for conservation," the charity said in a statement.
Shand is survived by his daughter Ayesha, 19, and his ex-wife Clio, according to British media.