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In a candid admission, Prince William says he is still in shock over the sudden death of his mother, Princess Diana — even nearly 20 years later.

“The shock is the biggest thing,” he says in the new BBC documentary Mind Over Marathon, which airs in the U.K. on Thursday. “I still feel, 20 years later about my mother, I still have shock within me ... People say 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.”

In Mind Over Marathon, which follows the story of 10 London Marathon runners who struggle with issues relating to mental health, William talks about his personal loss — as well as how he learned to handle his grief.

Speaking to host Nick Knowles, William explained that for him, accepting that it’s okay to feel this way helped him process his pain.

You try and understand your emotions a lot more than probably someone who’s just lived life without issues, and that’s quite critical,” he says. “It’s explaining to them what those emotions mean, why they feel like they do. Once you start rationalizing a little bit and you understand, Okay, so I’m a little angry or a little down or a little upset about something, then you can kind of relativize it and sort of deal with it.”

William cited his own struggles as the reason he is so passionate about mental health today through his Heads Together campaign alongside Princess Kate and Prince Harry.

“I have my own reasons for being involved in mental health: What happened to me and my mother when I was younger,” he says. “It all comes back down to mental health.”

Credit: Tim Graham/Getty

Earlier in the week, Prince Harry spoke out about the difficult times he faced himself after Princess Diana’s 1997 death, saying that he “shut down” his emotions in the aftermath.

“My way of dealing with it was sticking in my head in the sand, refusing to ever think about my mum, because why would that help, it’s only going to make you sad, it’s not going to bring her back,” Harry told The Telegraph.

Also during the documentary, William speaks with Rhian Burke, 39, whose husband killed himself five days after the death of their son. Burke asked William about his experience growing up after the loss of one parent, and was looking for reassurance that her children would eventually heal.

“They’ll be absolutely fine,” he said. “With a mum like you they’ll be absolutely fine. It’s true, they will be. Because you’re aware of all this, you’re already a step ahead of what could happen.”

Burke said that when her son died, the family received no professional support, and after her husband died, they were left “completely abandoned.” To try to ensure no one else has to deal with what she has, which left her facing anxiety, post-traumatic stress disorder and depression, she founded a a child bereavement charity.

In another scene in the documentary, William, Harry, and Kate speak to the runners about their lives and mental health struggles. All but one of the runners they spoke to are competing in this year’s London Marathon on behalf of Heads Together.

Kate spoke with Shereece Foster, 24, from London, a singer, former X-Factor contestant and mother who has battled postpartum depression and suicidal thoughts.

Shereece confessed she had found it difficult to train while looking after her two children.

When Foster told Kate that she had trouble finding time to train for Sunday’s race while looking after her two children, Kate replied: “I don’t know how you find the time!”

Kate then commended Foster and the rest of the runners for being open about their battles with mental health issues.

“You’re the heroes really, because you’re standing up there very bravely telling your stories,” she said. “We hope to shine a light on people like you, because I think that’s what the public need to hear.”

This Story Originally Appeared On People