A Downing Street spokesman said: “The prime minister and Samantha were distraught when they realised Nancy wasn’t with them.
“Thankfully when they phoned the pub she was there safe and well. The prime minister went down straight away to get her.”
The incident happened a couple of months ago, the spokesman added.
The story comes just as the prime minister relaunches the government’s £450m families programme.
When Cameron left the Plough Inn pub, near Chequers, he went home in one car with his bodyguards and believed that Nancy was with his wife and other children in a second car.
However, Cameron’s wife Samantha assumed that little Nancy was with her dad.
The Camerons only discovered the mistake when they got home. The prime minister rushed back to the pub and found his daughter helping staff. They had been separated for about 15 minutes, it is reported.
The Sun newspaper quoted a source at the Plough Inn as saying: “You’d have thought someone would have done a headcount or something.
“Pub staff found their daughter in the toilet and didn’t know what to do.
“It’s not like you can look up David Cameron in the phone book and then ring to say, ‘You’ve left your daughter behind’.
“It’s frightening the prime minister of Britain can forget something so important as his own daughter.”