``He neither hunted with [Russian President Vladimir] Putin nor killed a bear," a spokeswoman for the palace said.
But those denials are apparently not enough to stop regional Russian authorities from launching an inquiry into how the bear met its end.
Vyacheslav Pozgalyov, governor of the Vologda region, about 250 miles northeast of Moscow, set up a group including a deputy governor and top environmental protection officials to look into the August incident, said his spokeswoman Yevgenia Toloknova.
Russia's top business daily Kommersant cited a letter to the governor written by the region's deputy hunting chief, Sergei Starostin, claiming the bear -- named Mitrofan -- had been fed honey mixed with vodka before being released near the site where the king was to be hunting.
Starostin wrote in the letter that the local authorities turned the king's hunting into a ``disgusting fraud."
The king has reportedly taken aim at the shaggy beasts before.
Juan Carlos hunted bears and wild boar during a trip to Romania in 2004, according to Spain's El Mundo. That same year, he took up an invitation to hunt bison and pheasants in Poland.