The US broadcast took place shortly after the royal wedding in 2011, which Fergie was not invited to.
Kensington Palace did not provide a formal statement as to why the former family member was not invited to the 'wedding of the year', however, it is believed to have something to do with a scandal which broke the previous year.
Sarah was filmed being offered money for access to ex-Prince Andrew.
In the interview, Sarah is asked what advice she would give the future Duchess of Cambridge, and she said she could not 'presume' to give any.
She said: 'What's interesting is that I would never presume to give Catherine advice because she's doing so well.
'She looks fabulous, she's beautiful and fabulous and they look so in love and it's a great story.'
Fergie then went to give herself some advice, speaking to her younger self,
'Going back to that young girl, I would say to her: ‘You know what, I’ll stick with you, I’m with you, I’ll stay with you all the way.
'You don’t need to run around trying to get everyone to love you. I love you. You’ve got me. Listen to me: I will guide you. Listen to your instincts, Sarah.
'And be aware of your behaviour. And be aware how lucky you are. You’ve got the world. You’ve got the best looking prince'.’
Sarah and Prince Andrew still remain close friends, and will be coming together for their youngest daughter Princess Eugenie's wedding in October.