Published: 2017-04-19 17:12:44 BdST
Diana was killed in a car crash in Paris in August 1997 when William was aged 15 and Harry was 12. The princes' comments this week have been their most intimate to date on the subject of their grief for their mother.
"The shock is the biggest thing and I still feel (it) 20 years later about my mother," William said in a BBC documentary to be aired on Thursday about mental health sufferers who will be running the London Marathon.
"I still have shock within me. People go 'shock can't last that long' but it does. You never get over it, it's such an unbelievably big moment in your life that it never leaves you. You just learn to deal with it," William said in excerpts released on Wednesday.
Both royal brothers have spoken out as part of their campaign to raise awareness of mental health challenges and to encourage people to speak openly rather than bottle up their emotions.
On Tuesday, William released a video chat with US pop star Lady Gaga, who has battled post-traumatic stress disorder (PTSD) after she was raped aged 19, and warned British men that keeping a "stiff upper lip" and not speaking about their feelings was detrimental to mental health.
Harry said in a newspaper interview on Monday that he had come close to a "complete breakdown" on several occasions and had sought counseling in his late twenties to help deal with the grief of losing his mother.