“For the first 28 of years of my life I never talked about it and everything can be okay, you know, but I really regret not ever talking about it,” he said.
Diana, the Princess of Wales, was killed in a car crash in 1997, when Harry was just 12.
Prince Harry was speaking to English footballer Rio Ferdinand at an event for the mental health charity, Heads Together. Ferdinand’s wife Rebecca Ellison died from cancer last year.
The former England and Manchester United footballer said of Harry: “He’s gone through different stages in his life that my kids are going to be going towards.
“So to get some of his experiences is very rewarding for me and very educational in many ways.”
Prince Harry told the BBC: “It is very easy for someone to look at someone like Rio Ferdinand and say, ‘You get paid all the money in the world, you are a successful footballer, you have fast cars.’ But at the end of the day his wife was snatched from him at an early stage of his life with her.
“It is OK to suffer, but as long as you talk about it. It is not a weakness. Weakness is having a problem and not recognising it and not solving that problem.”
He said the event was an opportunity to show that everyone can suffer from mental health problems.
“A lot of people think if you’ve got a job, if you’ve got financial security, if you’ve got a family, you’ve got a house, all that sort of stuff, everyone seems to think that is all you need and you are absolutely fine to deal with stuff,” he said.