By Judith Vonberg

CNN

(CNN) -- It is rare for the Duchess of Cambridge, wife of Prince William, to speak candidly on film. But in a video released Friday, Kate talks openly with her husband and Prince Harry about mental health and the importance of discussing mental wellbeing.

The video, filmed at Kensington Palace earlier this week, is part of the Heads Together campaign, which aims to end the stigma around mental health. The three young royals have been spearheading the campaign since its launch in 2016.

In the film, Kate talks openly about the struggles she has faced as a mother.

"Having a child, particularly your first child, is such a life-changing moment. Nothing can really prepare you for that," she explained.

Turning to her husband with a wry smile, she said, "Remember the first few days with little George? You have no idea what you're doing."

William also spoke about the emotional toll of working for the air ambulance and the importance of talking with his colleagues. Sharing your problems can "halve them," he said.

The film is the latest in a series of media appearances by William, Kate and Harry as part of Heads Together and comes just days after Prince William's FaceTime conversation with Lady Gaga, who talked about her struggles living with post-traumatic stress disorder.

"It's time that everyone speaks up," the Prince told Lady Gaga. "Just having a conversation with a friend or family member can really make such a difference."

In an interview with British newspaper The Telegraph earlier this week, Prince Harry spoke candidly about the "total chaos" he experienced after losing his mother, and the problems caused by bottling up his emotions rather than talking about them.

Princess Diana died in a car crash in Paris on August 31, 1997. Harry was 12 at the time and his brother William was 15.

"I can safely say that losing my mum at the age of 12 and therefore shutting down all of my emotions for the last 20 years has had a quite serious effect on not only my personal life but also my work as well," he said.

It was a subject he also addressed in the film released Friday.

"I always thought to myself, what's the point of bringing up the past, what's the point of bringing up something that's only going to make you sad?," Harry said. "It ain't gonna change it, it ain't gonna bring her back. When you start thinking like that it can be really damaging."

After speaking to other families, he realized he didn't "want them to have to go through the same things ... you want to try help as much as you can and try and empower them to have that conversation."

William agreed: "Harry and I, over the years, have not talked enough about our mother," he said, adding: "It's very easy to run away from it ... to avoid it the whole time."

But at some point, he said, "someone has to lead and has to be brave enough to force that conversation."

They also acknowledged how their mother's death had brought them closer to each other. William said the brothers were "uniquely bonded because of what we've been through."

A spokesperson for Kensington Palace said the two Princes and the Duchess of Cambridge chose to film the clip because, "having asked others to start conversations on mental health with their friends and families, they wanted to show that they are taking part as well. They hope the film shows how positive a conversation on mental health can be."

This Sunday, 700 runners are raising money for Heads Together by taking part in the London Marathon. Many of them have struggled with mental illness, or have experienced its effects first hand.

Heads Together was launched in 2016 by a team of charities including Mind, CALM (The Campaign Against Living Miserably), and Contact (a military mental health coalition).