"It's time that everyone's (sic) speaks up", he told Lady Gaga. It's just that few of us speak about it. Attitudes are changing and this is being helped by high profile people talking about their experience. There's a lot of shame attached to mental illness.
After handing out registration packs to runners which included their official number, timing chip and a Heads Together headband, he said: "I've shared, just as much as everybody else has during this campaign".
The video - which had been watched over 500,000 times within hours of its release - is part of the Heads Together campaign, a mental health charity championed by William, his wife Kate and brother, Prince Harry.
Prince Harry at the London Ambulance Service in London for the launch of this year's Time to Talk Day, the annual awareness day run by Time to Change aimed at getting the nation talking about mental health. It's the same as physical health. "Even just having a conversation with a friend or family member can make such a difference", he said.
"It's okay to have this conversation, it's really important to have this conversation, you won't be judged - it's so important to break open that fear and taboo which is only going to lead to more problems down the line", Prince William said in the video.
The prince said he "buried his head in the sand" for several years and nearly came to a complete break down on numerous occasions.
The three young royals feature in the documentary, which charts the progress of 10 runners who take on the challenge of this year's London Marathon to aid their recovery from various mental health issues.
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"Wow, yeah. I'm speechless actually".
"I have my own reasons for being involved in mental health - what happened to me and my mother when I was younger", he said, adding that in his charity work so much of the problems affecting people boiled down to similar issues.
Mental health services are so underfunded.
Following the release of his video chat with Lady Gaga and possibly giving a veiled response to his brother's admission that he had been close to a complete breakdown on numerous occasions, William said, "The more we have influential and very important people speaking about their issues and their battles, the better".
Lady Gaga, 31, has been very open about her battle with post-traumatic stress disorder and has her own non-profit organization, the Born This Way Foundation, which promotes empowering youth and combats bullying.
"So many parts of what I go and visit and people I meet, mental health is at the key heart of all their problems, whether it's homelessness, veterans' welfare, addiction, many of that stems from mental health issues".
Staying silent about mental health issues is "killing people", the 34-year-old cautioned.