"She didn't want the divorce, she told me: 'It's not something I want'," Bond said.
"I think she felt somehow they could continue as separated, but partners and parents to the two boys, and she really did try to make it work and she wanted to make it work.
"She found the day of the divorce extremely hard. She did go out, she was seen in public, but she was hurting badly.
"She told me that it was an extremely difficult day, but she went home and burst into tears."
The doco shows interview clips form Diana before her death in 1997, also looking back on the infamous Panorama interview in which she spoke about Charles and Camilla, saying "Well, there were three of us in this marriage, so it was a bit crowded".
Bond claimed that her friendship with Diana continued to develop as they met at the palace a few times.
"I wrote to her actually. I said, 'I don't know what to believe when I read all this stuff in the paper, I don't know whether it's true or not, can't we just meet as two women over a cup of coffee, as two mums?'
"She was very happy to talk about extremely personal matters, but it was in confidence infuriatingly, she would always say 'Jennie, this is just between me, you and these four walls'."