According to Hello! magazine, upon hearing the tragic news, the Duke of Sussex privately reached out to his late godmother's children to express his condolences.
As a member of Her Majesty's racing circle, Lady Celia was a close friend to the Queen.
The Duke's godmother was also reportedly close with other members of the royal family, including Prince Charles who, in turn, chose Lady Celia to be one of Harry's six godparents - alongside Prince Andrew, Lady Sarah Chatto, Carolyn Bartholomew, Vryan Organ and Gerald Ward.
From attending little Harry's christening in 1984 to being a guest at the Duke and Duchess of Sussex's wedding in 2018, it is clear that Lady Celia maintained a close relationship with her godson.
This tragic news comes not long after Prince Harry's wife, Meghan Markle, opened up to the New York Times about her harrowing miscarriage.
Within her heart-wrenching personal essay, Meghan revealed that she tragically lost her second child after suffering from a miscarriage in July of this year.
The Duchess described the agonising moment when she knew she had lost her baby.
"After changing (Archie's) diaper, I felt a sharp cramp. I dropped to the floor with him in my arms, humming a lullaby to keep us both calm."
Meghan bravely continued, "I knew, as I clutched my firstborn child, that I was losing my second."
The 39-year-old also mentions Harry's grief, stating, "Hours later, I lay in a hospital bed, holding my husband's hand. I felt the clamminess of his palm and kissed his knuckles, wet from both our tears. Staring at the cold white walls, my eyes glazed over. I tried to imagine how we'd heal"