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The 32-year-old said that he had come "very close to a complete breakdown on numerous occasions" and had endured "years of total chaos" because he was unable to deal with his grief.
Harry, who is fifth in line to the throne, was just 12 years old when Diana died. He told the newspaper that he only addressed his emotions and got help in the past couple of years after his brother, Prince William, and others told him: "Look, you need to deal with this."
He was promoting Heads Together, a mental-health charity he set up with his brother and the Duchess of Cambridge, more commonly known as William and Kate.
"I started to have a few conversations and actually all of a sudden, all of this grief that I have never processed started to come to the forefront and I was like, there is actually a lot of stuff here that I need to deal with," he said.
"So I was a typical 20, 25, 28-year-old running around going 'life is great,' or 'life is fine' and that was exactly it," he added.