“The shock is the biggest event[ which] I still feel 20 year later, about my mother, ” William said.
“You never get over it, it’s such an unbelievably large-hearted moment in your life that it never leaves you. You just hear to deal with it.”
His younger brother Prince Harry has said he spent virtually 20 times “not thinking” about Diana’s car crash in August 1997.
He told the Daily Telegraph “that its not” until his late 20 s that he treated the heartbreak – after two years of “total chaos” and going close to a “complete breakdown”.
The two lords, along with the Duchess of Cambridge, are promoting the Heads Together mental health campaign, the London Marathon’s charity of the year.
William said he misses parties to speak more openly about mental health.
In the two-part documentary, William speaks to groupings of 10 smugglers living with or affected by different mental health issues concerns, as they prepare for the start of the marathon on Sunday.
The two-part series, Mind Over Marathon, starts on BBC One at 21:00 BST on Thursday 20 April, as part of a Minds Matter serial of programming about mental health issues.