According to Express.co.uk, Roses' grandmother Lady Elizabeth Longman was one of Queen Elizabeth II's bridesmaids at her 1947 royal wedding to Prince Philip, the Duke of Edinburgh.
The Queen and Ms Longman remained close friends until Longman's death in 2016.
Decades later, Rose was invited to William and Kate's royal wedding at Westminster Abbey in 2011.
New Idea understands the two eldest Cambridge children, Prince George and Princess Charlotte, regularly played with Rose's children, twin sons Alexander (Earl of Rocksavag) and Oliver (Lord Cholmondeley) and daughter Lady Iris.
Rose also joined Prince Harry for a state banquet back in 2017.
WATCH this video to see LAVISH the event:
The Duke of Cambridge reportedly tried to ease tensions between the two women given they live so close to each other and share many mutual friends.
But, according to The Sun, Kate has "been clear she doesn't want to see them anymore and wants William to phase them out, despite their social status".