Prince William, Harry reveal how they first learned of Princess Diana's death

“One of the hardest things for a parent to have to do is to tell your children that your other parent has died. How you deal with that, I don’t know,” Prince Harry says of the pain Prince Charles must have felt while breaking the horrible news to his sons. “[Our dad] was there for us — he was the one out of two left, and he tried to do his best and to make sure that we were protected and looked after. But he was going through the same grieving process, as well.”

While Prince Harry was just 12 years old when Princess Diana passed away after a car accident in Paris, he remembers feeling “disbelief, refused to accept it. There was no sudden outpour of grief. I don’t think anybody in that position at that age would be able to understand the concept of what that actually means, going forward.”

Prince William, who was 15 at the time, adds, “I remember feeling completely numb, disorientated, dizzy — and you feel very, very confused. And you keep asking yourself, ‘Why me?’ the whole time. Why? What have I done, why has this happened to us?”

Following Princess Diana's death, the royal family stayed at Balmoral in order to stay out of the public eye in London. The decision was viewed negatively by the public, who wanted to see signs of the family sharing in their grief. In the documentary, the princes defend their grandmother's decision.

“At the time, my grandmother wanted to protect her two grandsons and my father as well,” Prince William says. “[She] felt very torn between being the grandmother to William and Harry and her Queen role, and I think everyone was taken aback of what happened and the speed it happened … All of us were in new territory. My grandmother and my father believed we were better served in Balmoral, having the walks and space and the peace to be with the family and not be immersed or having to deal with serious decision or worries straightaway.”