"My sister was in her class, they were the same age," she added.
"She was always lovely, always talented and always put together."
A flashback photo was then shown on screen which featured the two on stage at school with matching bright red lips.
This image was also shared on Katherine's Instagram last week.
"Meghan and I did musicals together as kids," she wrote.
"She grew up to be the Duchess of Sussex and I grew up to star on the West End, so same life if you ask me."