She added: “I think she’s very fond of Charlotte. She’s always watching what she’s up to.”

Royal experts believe Princess Charlotte, six, could one day become Princess Royal, which is normally given to the sovereign’s eldest daughter.

Princess Anne was made Princess Royal after her 37th birthday.

The title is not hereditary and Anne will hold it for life, meaning it can only pass onto another royal following her death.

In the documentary, Kate also spoke about the Queen and Prince George’s relationship.

Kate said: “George is only two and a half and he calls her ‘Gan-Gan’.

“She always leaves a little gift or something in their room when we go and stay, and that just shows her love for her family.”

The Queen is close to all of the younger royals, including grandchildren, Lady Louise, 17, and James Viscount, 13, who only live 11 miles away from Windsor Castle at Bagshot Park.

Princess Beatrice and husband Edoardo Mapelli Mozzi, married in 2020, are expecting their first child together in autumn.

In a statement, Buckingham Palace said: “Her Royal Highness Princess Beatrice and Mr Edoardo Mapelli Mozzi are very pleased to announce that they are expecting a baby in autumn of this year.

“The Queen has been informed and both families are delighted with the news.”

The Queen also sent great-grandson Archie a waffle maker for Christmas which was delivered to California.