She told Australia's Woman's Weekly magazine: "We'd been away for a while by then so we were getting into the swing of it. I think there is no way they [the Queen and the Duke] could have prepared you for just how tiring it gets.
"Suddenly you find that you've woken up in the middle of the night having a nightmare that you're standing in the middle of a reception and you can't speak.
"That creeps up on you and I think you just learn to pace yourself. I can now sleep in any form of transport, which does help!"
The Princess Royal has also learned to adapt her wardrobe according to the weather.
She said: "Milliners do things which make perfect sense when you're standing still inside; it makes slightly less sense when you're outside in a draught, especially when it's blowing from behind you, but that's experience, as they say. These things you learn how to deal with."
And of adding weights to her skirt hems, she added: "For some materials that was an absolute necessity. It's fine if you want to wear light clothes but airports, always breezy, never a good idea, so you find some way of dealing with that.
"It's a very old-fashioned habit. You wouldn't find it much now unless you actually asked or had things specifically made."
Anne thinks her mother has a great sense of "style".
She said: "The Queen and I had a discussion the other day about the difference between fashion and style and I think maybe that's relevant in the sense that she didn't do fashion but she certainly does style, and style tends to last longer. You have an individual style and it's a quality which has a long-term value."