The 82-year-old died suddenly yesterday after suffering a heart attack and collapsing on the doorstep of her home, the UK’s Daily Mirror reports.

A spokesman for the princes said they are distraught over the news.

“The princes have been informed and are very saddened to hear the news,” the spokesman said.

The princes had a strong bond with their nanny, who cared for them for 15 years at Kensington Palace and was there for them during their parents’ highly publicised divorce and at the time of their mother’s death.

As the princes grew older, Olga continued to be a very important person in their lives. Harry invited her to his 21st birthday party and she attended William’s wedding last year.

She was also at Harry’s confirmation at Eton College in 2000 and William’s Passing Out Parade at Sandhurst in 2006.

Olga always kept a watchful eye over the princes and just last week wrote to Prince Harry in Afghanistan, where he is currently based, warning him to stay safe as she feared for his life.

In an interview last year just before the royal wedding, Olga revealed the princes were just “like my grandsons”.

“I have a very normal relationship with them. Their upbringing was very normal and their parents wanted them to have as ordinary a childhood as they could,” she said.

"If they saw a muddy puddle they wanted to jump in it and if there was something to climb, they wanted to climb it.”