Royal biographer Katie Nicholl - who authored a book on Kate Middleton titled Kate: The Future Queen - claims the African stunner connected more easily with the Duchess' younger sibling.
"Kate had made an effort to befriend Chelsy, inviting her clothes shopping, but Chelsy had turned the offer down, leading to a coolness between them.
"They were completely different characters and the bubbly Zimbabwean got along better with Pippa."
The friendship between Prince Charles' sons' girlfriends only improved when they attended the royal wedding of Peter Phillips and Autumn Kelly at St George's Chapel, Windsor in 2008 - the same venue Prince Harry would marry the Duchess of Sussex in May 2018.
Ms Nicholl says Kate went to the wedding alone as a representative of the Duke of Cambridge who was otherwise engaged, and struck up a new lease of friendship with Chelsy as both women were officially introduced to Queen Elizabeth II for the first time at the reception in London.
"They bonded because the were both nervous about meeting the Queen," she writes.
Kate and Chelsy became good friends from then on, spending time together during royal family gatherings on the Sandringham Estate, Kensington Palace, Buckingham Palace and Windsor Castle.
But while William and Kate rekindled their romance following a temporary split in 2007, Chelsy ended things with Prince Harry for good in 2011 due to the 'fishbowl' existence and public scrutiny of life in the British royal family.
William and Kate's historic royal wedding in 2011 was said to be the catalyst for Chelsy ending the relationship, after the "enormity and pomp" of the day made her realise she and Harry "came from such different worlds", Daily Mail reports.
Harry went on to date dancer Cressida Bonas, a friend of his cousins Princess Beatrice and Princess Eugenie of York, as well as brief flings with model Florence Brudenell, TV presenter Caroline Flack and singer Ellie Goulding before finding true love with American-born Hollywood actress, Meghan Markle.
Today, Harry and Meghan are parents to newborn son Archie Harrison Mountbatten-Windsor, who they raise at Frogmore Cottage in Windsor.
William and Kate - future King and Queen Consort of England - share three children, Prince George, 5, Princess Charlotte, 4 and one-year-old Prince Louis.