The royal trio, who founded the Heads Together Campaign to end the stigma around mental health issues, met with young people whose lives changed with the support of a friend, relative or colleague when they were struggling with mental health.
"Catherine, Harry and I are incredibly proud to be working with you all to tackle one of the greatest challenges facing our society," William, 34, told those gathered at London's County Hall near the Eye of London. "Mental health is not a dirty word. We all have mental health like we do physical health, good or ill. But not seeking help at those times when it all seems too much, or we are depressed or anxious, can impact the rest of our lives."
William added: "Put simply, the three of us want to make asking for help no longer a big deal."
The young royals are on a mission to make talking about mental health more acceptable in society.
"It's time we ended the shame around mental health, the fear of judgment that stops people talking or getting help," said Harry, 32.
William, Kate and Harry delighted a group of nursery school children excited to see real-life princes and a princess.
Kate, who wore a pale pink floral dress by U.S. designer Kate Spade to the event, also took a turn speaking to the gathered crowd, encouraging them to seek help if they feel overwhelmed.
"All of us know someone who has been through difficult emotional times, and we know how hard it can be to see a way forward," Kate, 34, said. "William, Harry and I feel it is our duty to do what we can, with your help, to shine a spotlight on emotional well-being and highlight the support that is out there to prevent or manage the pain at difficult times."
Kate continued: "Over the coming months, we hope to explore what else we can do to increase the level of service and support that people can receive. But first, as William said, we must tackle the stigma that stops people asking for help in the first place. We want to encourage people to talk to one another."
Tomorrow, Kate will make her first solo foreign engagement to the Netherlands. She had been scheduled to travel solo to Malta in 2014 but the trip was canceled due to her pregnancy with Princess Charlotte, now 1. While in the Netherlands, Kate will visit King Willem-Alexander at his residence, Villa Eikenhorst.
Kate, a strong supporter of the arts and arts education, will also stop by the Mauritshuis art museum at The Hague, where a number of Queen Elizabeth II paintings are on display. She will cap off the day with a discussion on addiction issues, which is another major component of her charitable work.