Sarah Ferguson says the late Princess Diana would have "adored" being a grandmother.
The 62-year-old author - who has Princesses Beatrice and Eugenie with ex-husband Prince Andrew - was extremely close to the late royal, the ex-wife of Prince Charles, as the pair both married into the British royal family.
And Sarah admits it's sad Diana - who died in Paris in August 1997, aged 36 - wasn't alive to meet Princess Harry and William's children.
She told the Metro: "She would have loved life as a grandmother and she would have been so proud.
"We would have been first on the bouncy castle together with our grandchildren."
Sarah admitted her best friend is never far from her mind, as she recalled how the pair stuck together during the "ferocious" time they were thrusted into the limelight because of their royal husbands.
She continued: "I think of her all the time and especially because she and I were the only two who really understood what it was like back in the '80s – the pressure was ferocious and yet together, the two of us were powerful.
"Not powerful in the sense of strength or importance, but in the love we had for each other, and the way we helped each other cope. Nobody else is left who understands those days.
"Diana and I were so close and I loved her with all my heart. She said: 'We mustn't let anyone separate us' but it did happen and that makes me feel so sad now, because we had so much love for each other."
Prince Harry has Archie, three, and Lilibet, 11 months, with wife Meghan, Duchess of Sussex, while The Duke and Duchess of Cambridge have Prince George, eight, Princess Charlotte, seven, and four-year-old Prince George.
Sarah, Duchess of York added: "I know how much she would have adored her incredible children and her lovely grandchildren."