Britain's Prince William, Duke of Cambridge, left, and his brother Prince Harry lost their mother, Princess Diana, in a car accident in France 20 years ago. Picture: AP

Prince William has spoken of the moment he was woken up to be told his mother had died in a car crash 20 years ago, saying: "The shock never leaves you."

He opened up about his grief in an emotional conversation with a mother who lost both her young son and husband within days, which is featured in a new documentary.

The prince, 34, who was 15 and staying with the Queen at Balmoral when his mother Princess Diana died in Paris, said: "The shock is the biggest thing, and I still feel it 20 years later about my mother.

"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."

Prince William was speaking to Rhian Burke, whose one-year-old son George died suddenly from pneumonia and a form of swine flu in February 2012. Just five days later her husband Paul, 33, took his own life.

Their conversation appears in the two-part documentary Mind Over Marathon, which follows a group of runners preparing for this weekend’s London Marathon who have faced mental health problems.

The marathon’s official charity this year is the Heads Together campaign, spearheaded by the Duke and Duchess of Cambridge and Prince Harry, which aims to break down the national stigma over mental health.

It comes after Prince Harry gave an emotional interview this week in which he revealed he sought professional help four years ago after struggling with the grief of Diana’s death in August 1997.

William then called on the nation to end its ‘stiff upper lip’ mentality and vowed his own children, Prince George and Princess Charlotte, would be encouraged to talk about their own feelings.

In the first part of the documentary, to be aired at 9pm on BBC1, Mrs Burke, 39, who has two surviving children Holly, nine, and Isaac, eight, asks the prince: "You were obviously a little bit older than my children [when Diana passed away], but I obviously worry about them growing up, they’ll be okay won’t they?"

William replies: "With a mum like you they’ll be absolutely fine. That’s true, they will be. Because you’re aware of all this, you’re already a step ahead.

"Once you start rationalising it, and understand, 'I’m really angry and really upset about something,' then you can, I think, relativise it and deal with it.

"You’ll provide the blanket of stability and understanding they need. I can’t tell you enough, you doing this is an incredibly big, positive step, and I really hope it brings you what you need."

At a private screening of the documentary, it was clear the exchange had had a profound effect on Prince William. After the film was shown, he said: "Wow. I am speechless, actually, and quite emotional. I’m going to take a moment to calm myself down."

He then added: "I really think this is a pivotal moment in the change to mental health, and that we are on the cusp of something really big.

"As you can see, I have my own reasons for being involved in mental health, after what happened to my mother when I was younger, but equally the charitable work that I do at the moment and the areas I am involved in, it all comes back to mental health.

"We need to make mental health normal, and we need to treat it in the same way we treat physical health. It has to be seen in the same way."

William has not confirmed whether he sought professional help like his brother to deal with his grief, but said yesterday that he had a "good support network" that had helped him cope.

After the prince left the screening, Mrs Burke, from Miskin, South Wales, told how she suffered from post-traumatic stress disorder, anxiety and depression after her double bereavement.

She has suffered an ankle injury which has stopped her from training for the last five weeks, but said she was determined to finish the marathon.

In the documentary, the Duchess of Cambridge was filmed chatting to one runner, a young mother and former X Factor contestant called Shereece Foster, 24, who has suffered from post-natal depression. The Duchess admitted she found it difficult to find time to run while looking after two young children.

Kate said: "I don’t know how you find the time. You’re the heroes really because you’re standing up there very bravely telling your stories. We hope to shine a light on people like you, because that’s what the public need to hear."