However, according to the latest royal documentary, Royals at War, the pairs once rosy relationship turned sour after Fergie and Andrew's marriage fell apart.
The documentary revealed: “The Duchess was in an apparently care-free mood as she collected Princess Beatrice from school just at the moment the official statement was being handed out by the Palace.
“The announcement made it plain that she initiated the separation.
“As the day went on it became clear the Queen was not only saddened by the break-up of the marriage, she was also angry at the way the Duchess handled the issue.”