Per the Express UK, Simpson's biographer Anna Pasternak writes how Fergie feels a special affinity with the woman Edward gave up the throne to marry and understands how it feels to be a rebel on the fringes of the royal family.
The Duchess of York reportedly told Ms Pasternak she often visits Wallis' grave to lay wreaths and pay her respects.
According to the writer, Fergie "feels a real understanding of what it's like to be exiled from the royal family".
American-born socialite Wallis found herself at the centre of a political and media storm when the future British monarch asked her to marry him, despite her being in the midst of a divorce from her first husband.
Their romance led to Edward's wildly controversial abdication, which he remarked on saying: "I have found it impossible to carry the heavy burden of responsibility, and to discharge my duties as king as I would wish to do so, without the help and support of the woman I love."
Upon his abdication Edward VIII became the Duke of Windsor and his wife the Duchess, with the pair spending the majority of their lives in exile in France.
Just over half a century later, Sarah found herself embroiled in a different kind of royal controversy when her marriage to the Queen's son, Prince Andrew - who is widely thought to be her favourite child - ended in divorce and scandal.
The Duchess was accused of leaking family secrets to the press and embarrassing the Windsors with a string of high profile incidents including sunbathing topless and having her toes sucked by her financial adviser whilst reclining on a sun lounger in the south of France.
But unlike Wallis and despite her transgressions, Fergie has always been looked on with affection by the Queen and her family and has been quoted as saying she and Andrew are "the world's happiest unmarried couple".
The two remain close and Fergie was unofficially welcomed back to the family for the wedding of her daughter Princess Eugenie last October.
WATCH: How another rebellious Duchess impressed the Queen