The Duchess of York was a very close friend of Diana, having known her since teenage years. They were also fourth cousins, as they were both descended from William Cavendish, Fourth Duke of Devonshire. The two women shared a lot of the same friends and interests and would have lunch together once a week.

       In an interview with People.com, Fergie revealed just what Diana would have made of Meghan Markle and Kate Middleton.

       "If she were sitting with me right now, I know she would say, 'I am so proud of both of my boys and the wonderful wives they have chosen,'" she said about the duchesses.

       "Because each has got her own voice."

       Fergie went on to say that Diana would have been thrilled to be a grandmother.

       "She would be very proud of her sons and their wives," she said.

       "And she would be just like me, obsessed with her grandchildren.

       READ MORE: Princess Anne's brutal assessment of Diana: 'Silly girl!'

       "Because that's what she loved."

       She added that Diana "adored my girls. She adored the boys."

       "This would be her haven. Her heaven," she said.

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       Diana was instrumental in introducing Fergie to Prince Andrew, after getting her an invitation in 1985 to attend a "dine and sleep" event at Windsor Castle during Ascot week.

       Fergie found herself seated next to Prince Andrew at dinner, a moment that helped to start a romantic relationship.

       Diana would further act as cupid by inviting the couple to stay at Highgrove, the country house she shared with Prince Charles.