"He said it had been very difficult."
He added that Wednesday's procession behind the Queen "brought back a few memories".
"It's one of those moments where you kinda think to yourself 'I've prepared myself for this', but I'm not that prepared," he said of Her Majesty's death.
"It's this weird kind of thing... because we knew she was 96."
William previously said he used his floppy fringe as a "safety blanket" when he followed his mother's coffin as a teenager, while millions around the world watched.
He told a BBC documentary that his mother's procession was a "very long, lonely walk".
There was a balance "between me being Prince William and having to do my bit, versus the private William who just wanted to go into a room and cry, who'd lost his mother," he said.
"But I just remember hiding behind my fringe basically, at a time when I had a lot of hair, and my head's down a lot - so I'm hiding behind my fringe.
"It was kind of like a tiny bit of safety blanket if you like. I know it sounds ridiculous, but at the time I felt if I looked at the floor and my hair came down over my face, no one could see me.
"Sounds ridiculous now, but at the time it was important to me to get through the day."
At Sandringham on Thursday, William also implored a member of the public not to cry.
"Don't cry now, you'll start me off," he said.
William and Kate were seen taking time to read some of the thousands of notes left with flowers outside the gates of Sandringham, where Prince Philip spent much of the final four years of his life.
The new Prince and Princess of Wales took time to shake hands with dozens of the members of the public, who gathered to send their best wishes to the Royal Family.
Some were seen handing Kate bouquets of flowers.
One woman in the crowd, Fran Morgan, 62, said Kate made a heartbreaking admission as she spoke to her,
"She said she couldn't believe how many cards and flowers there were. But she also said ''I can't read them all or I would cry''.'
In one poignant moment, Kate shook the hand of an elderly lady who, overcome with the moment, would not then let go. Kate patiently chatted before moving along a fenceline to speak with other well wishers.
The royal couple looked composed and more relaxed than they have all week, smiling broadly and taking their time to chat with the huge crowd of several hundred who have come out to see them.
At one stage Kate was overwhelmed by the amount of flowers she was being handed before an aide rushed in to relieve her of the bunches. Police estimated the number of people who turned up to the gates was at least 1000.
As Prince of Wales, William will now run the Sandringham Estate.
Meanwhile, Prince Edward and Sophie, Countess of Wessex, viewed floral tribures at St Ann's Square in Manchester. They will also sign a book of condolence and light a candle for the Queen.
Princess Anne and her husband Sir Timothy Laurence are visiting Glasgow.
Both William and Harry cut sombre figures as they reunited to follow the Queen's coffin, carried on a gun carriage from Buckingham Palace to Westminster Hall, where she now lies in state.
Harry was seen wiping away a tear during an emotional service at the 1,000-year-old building at the Palace of Westminster.
