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Filmed in Kensington Palace three days ago, the video was released to tie in with the London Marathon today. Several of the royal trio's charities have gotten involved to support the initiative.
"We can all play our part by talking and listening to each other and helping each other find support," said Harry, who is hoping to destigmatize the issue for current members of military and former service members.
William summarized their mission: "Let's get our heads together and change the conversation on mental health."
"It will be the biggest single project Their Royal Highnesses have undertaken together," a Kensington Palace spokesman said. "The Heads Together campaign aims to change the national conversation on mental wellbeing and will be a partnership with inspiring charities with decades of experience in tackling stigma, raising awareness, and providing vital help for people with mental health challenges."
The Royal trio all wore blue Heads Together headbands with, Prince Harry keeping the atmosphere light with his brother and sister-in-law. In outtakes captured at the end of the video, the three could barely stop giggling. Despite the lighthearted upbeat video, the campaign is deadly serious
With the support of their Royal Foundation, William, Kate and Harry will each draw attention to a different component of mental health.
Prince Harry will focus on "invisible injuries" many veterans face after they return from the battlefield. The Duchess of Cambridge will spearhead the initiative on challenges children and young people suffer. Prince William, the Duke of Cambridge, will raise the profile on bullying, cyber bullying and suicide among young men.