"I wasn't in tears, but inside, I felt something had changed. I felt a sort of, a real tension inside of me.
"It really hit me weeks later. It was like someone had put a key in a lock and opened it without me giving permission to do that.
"I felt like the whole world was dying. It's an extraordinary feeling. You just feel everyone's in pain, everyone's suffering. And that's not me. I've never felt that before.
"My personal life and everything was absolutely fine. I was happy at home and happy at work, but I kept looking at myself, going, 'Why am I feeling like this? Why do I feel so sad?' And I started to realise that, actually, you're taking home people's trauma, people's sadness, and it's affecting you.
"I was lucky enough that I had someone to talk to at work in the Air Ambulance because mental health where I was working was very important."
The royal also opened up about his mother Princess Diana and said how she would sing Tina Turner's Simply The Best while driving him and brother Prince Harry to school.
"Because sitting in the back seat, singing away, it felt like a real family moment," the duke said.
"And my mother, she'd be driving along, singing at the top of her voice. And we'd even get the policeman in the car, he'd be occasionally singing along, as well.
"And when I listen to it now, it takes me back to those car rides and brings back lots of memories of my mother."
William shared some lighter moments as well, recounting a cringeworthy memory when Taylor Swift asked him to join her and Jon Bon Jovi onstage for a performance of Livin' On a Prayer during a fundraiser at Kensington Palace.
"Frankly, if Taylor Swift looks you in the eye, touches your arm, and says, 'Come with me' … I got up like a puppy and went, 'Yeah, OK, that seems like a great idea. I'll follow you,'" the Prince jokes.
Ranging from 25 to 40 minutes, Time to Walk encourages people to walk more often to benefit their physical and mental health. Each episode features celebrities sharing stories, songs and photos, recorded while they're out on a walk.
Episodes of the audio series are available in the Workout app on Apple Watch with a Fitness+ subscription.