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Princess Eugenie, 28, told how they both broke down during a garden party at Buckingham Palace.
She said: “There was a horrible article that had been written about Beatrice and she got really upset.
“We were just about to step out and she had a bit of a wobble and cried. I was looking after her.
“And then about an hour later, I had a wobble and started crying and Bea was there for me.”
The Queen’s granddaughters say they are each other’s “rock” and Princess Beatrice will act as maid of honour at her younger sister’s Windsor Royal Wedding.
During an interview with fashion magazine Vogue, Princess Beatrice, 29, insisted that despite their royal status they are “real”.
She added: “It’s hard to navigate situations like these because there is no precedent, there is no protocol.
“We are the first: we are young women trying to build careers and have personal lives, and we’re also princesses, and doing all of this in the public eye.
“We want to show people who we are as working, young, royal women, but also not to be afraid of putting ourselves out there.
“Nowadays it’s so easy to recoil when you see a perfect image on Instagram – but it’s important that it’s real. We’re real.”
The interview is featured in the September issue of Vogue, which will be out on Friday.
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