Prince Harry's "happiness" with Meghan Markle and what his late mother, Princess Diana, would have to say about him and his wife, were raised by Sarah Ferguson.

After standing down as senior working royals, the Duke and Duchess of Sussex went to California last year, where the Duchess of York appeared on Italian chat program Porta a Porta on Tuesday.

"The most important thing-and I know Diana, if she were here, would say that-is they are happy. And she makes him happy. And I love to see that little boy that cried at the funeral to have happiness now," Ferguson said.

As adolescents, Diana and Sarah initially became friends, and Diana introduced Sarah to Prince Andrew, the younger brother of Diana's husband, Prince Charles, whom she later divorced.

"We were best friends from when she was 14 and I was 15," the Duchess, who affectionately called Diana "Duch," previously told PEOPLE.

They would offer each other golden advices.

"Diana and I both had our own mental health issues, and she and I used to talk," recalls the Duchess. "She said, 'Fergie, remember one thing: When you're at the top of the pedestal, it's so easy to fall off. And you're at the bottom. You just climb up.'"

Prince William and Prince Harry's mothers, Sarah's childhood friend, would be overjoyed by their sons' accomplishments and the ladies they have married.

In an exclusive interview with PEOPLE, the Duchess of York said that her mother would be "extremely pleased" of her boys and their brides. "And she would be just like me, obsessed with her grandchildren. Because that's what she loved."

She said Diana once loved her daughters very much, Princess Eugenie, now 31, and Princess Beatrice, 33, She "adored my girls. She adored the boys. This would be her haven. Her heaven," Ferguson said.

Princess Beatrice, 33, and Princess Eugenie, 31, are Diana's closest confidantes "adored my daughters. She was infatuated with the young men. Her sanctuary would be in this very place. She's in a better place than I am."

"If she were sitting with me right now, I know she would say, 'I am so proud of both of my boys and the wonderful wives they have chosen,'" she says of Diana's sons Prince William, 39, and Prince Harry, 36, along with Kate Middleton, 39, and Meghan Markle, 39. "Because each has got her own voice."