William said, "It's okay to have this conversation".
Prince Harry has said it was "only right" to speak about his problems coping with his mother's death because he wanted to encourage others to "smash that stigma" around talking about mental health.
From Lady Gaga's kitchen and the Duke of Cambridge's Kensington living room, the two agreed that they would meet up in the United Kingdom this October to continue their work towards ending the stigma that continues to surround mental health, Lady Gaga saying "we have to make the strongest, most relentless attempt we can to normalise mental health issues".
The Prince, who was just 12 when his Diana, Princess of Wales, was killed in a vehicle crash in Paris on August 31 1997, said of his mother: "I think from her perspective she would be overwhelmed and hugely encouraged by the fact that the United Kingdom - not known for wanting to talk about mental health issues - has suddenly got to this point".
The campaign is being spearheaded by Prince William and his wife Kate Middleton and his brother Prince Harry. In a Facetime call, both of them acknowledged how important it is to start a conversation about mental health. Lady Gaga talked about her own PTSD that she suffered following a sexual assault at 19 years old.
It was the latest stage in a campaign by the royals to raise the profile of mental health.
While the video was clearly something that had been planned out well in advance of the conversation actually taking place, their chat seemed genuine and Lady Gaga felt free to open up on her struggles.
The #oktosay film series can be viewed on the Heads Together YouTube page and website.
Asked by Prince William how it felt for her to speak out about her diagnosis for the first time, she admitted to being "very nervous", and gave fans more insight into the crippling pain she had to overcome. He added, "The appetite has always been there, but I think we've all been quite surprised how many people out there have been wanting to talk about their own issues". "For me, waking up every day and feeling sad and going onstage is something that is very hard to describe", Gaga says.
"You feel like something's wrong with you", Lady Gaga told the Prince.