Prince William says the "shock" of Princess Diana's death will never leave him

The father-of-two shares a heartbreaking story in order to get people talking about grief.

Prince William and Princess Diana

Prince William, Duchess Catherine and Prince Harry are three royals on a mission.

The determined trio are campaigning tirelessly as they encourage people to talk openly about their mental health.

And this week, The Duke of Cambridge revealed his own anguish over his mother's death made him realise just how passionate he is about the issue.

During a screening of the new documentary Mind Over Marathon, which the royal family have worked closely on, in London on Tuesday, the 34-year-old told the crowd: "I have my own reasons for being involved in mental health - what happened to me and my mother when I was younger."

"I'm speechless actually. I'm quite emotional. So I am just going to take a minute to calm myself down," a choked up William added ahead of the premiere.

Mind Over Matter follows the journey of 10 people with mental health issues as they prepare the run the London marathon.

In the two-part docco,William has a touching conversation with grieving mother Rhian Burke, who has lost her husband to suicide and her young son to swine flu.

"The shock is the biggest thing, and I still feel it 20 years later about my mother," Wills explained of Princess Diana's 1997 death.

WATCH: William introduces the new documentary. Post continues below.

"People think shock can't last that long, but it does. It's such an unbelievably big moment in your life and it never leaves you, you just learn to deal with it," he continued.

The Duke says he and Catherine no longer wants to embrace the traditional "stiff upper lip" method of raising kids, and instead wants to teach his two young children, Prince George, three, and Princess Charlotte, one, that it's OK to talk about your feelings.

"Catherine and I are clear that we want both George and Charlotte to grow up feeling able to talk about their emotions and feelings," he explained in an interview with CALMzine.

Prince William says he's incredible proud of the new documentary.
Prince William says he's incredible proud of the new documentary.

"Over the past year we have visited a number of schools together where we have been amazed listening to children talk about some quite difficult subjects in a clear and emotionally articulate way, something most adults would struggle with."

"Seeing this has really given me hope things are changing. And there is a generation coming up who find it normal to talk openly about emotions," he told the publication.

It's been a huge week for both William and his younger brother Harry.

On Monday Harry revealed he sought counselling in his late twenties after not properly dealing with Diana's tragic passing.

Yesterday, William also teamed up with Lady Gaga for a Facebook Live discussion about mental health.

Prince William and Duchess Catherine want to raise their children to be able to speak about their feelings.
Prince William and Duchess Catherine want to raise their children to be able to speak about their feelings.

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