I found it in John Hay's diary for October 10, 1861.
"We came to McClellan's quarters and met in the telegraph office a long and awkward youth who spoke in a high-pitched and rapid tone to Seward, "We are just in from a ride of all day." Seward introduced him to me as Captain Orleans [Louis Phillipe d'Orleans, Comte de Paris]. He [Orleans] went upstairs to call McClellan and the President said quietly "One doesnt like to make a messenger of the King of France, as that youth, the Count of Paris would be, if his family had kept the throne."