Vastra Investigates: A Christmas Prequel was a webcast and prequel produced for the 2012 Christmas special. It was the second prequel to The Snowmen to be produced, after The Great Detective, which aired in November during Children in Need.

Madame Vastra, accompanied by her loyal companions Jenny Flint and Strax, is called upon to investigate a Victorian murder mystery. But where is the Doctor?

Another case has been cracked by Madame Vastra; Strax keeps the criminal secure while a Scotland Yard officer, Inspector Gregson, thanks Vastra for her help, commenting how odd Strax looks. Vastra explains the Sontaran's origins, and hers as well when he asks if the skin condition hurts, mistakenly believing her to be human. She perplexes him further by saying she fell in love with her assistant Jenny Flint. Departing in a carriage, both are saddened that the Doctor appears unwilling to leave his TARDIS. However, they then both notice something very odd: it is snowing, yet there are no clouds in the sky...

A little girl finds the Doctor sitting on a swing in a playground. They discuss that he is sad because he can't find his "friend".

On 23 March 2013, the BBC released a short prequel video to the episode, written by Steven Moffat. In the prequel, the Eleventh Doctor is sitting at the swings of a children's playground when he meets a little girl. They talk about losing things, and the Doctor states that he has lost someone twice and he hopes he might be able to find her again. The girl tells him that, when she loses something, she goes to a quiet place for a think, and then can remember where she put it. As the girl leaves, it is revealed that she is Clara Oswald.