Lady Gaga said talking more openly about mental health would allow people dealing with it to feel like "we are not hiding any more".
Meanwhile, we recently learned how Prince William encouraged his brother Prince Harry to seek therapy in light of the trauma he had after the death of their mother Princess Diana.
"Harry, Catherine and I really felt this was such an important area that throughout all our charitable work, whether it was the veterans, homelessness, addiction, most of it seemed to stem back to mental health issues", he said.
In December, Gaga opened up in a letter about her own battles with PTSD after she was sexually assaulted at 19 years old.
William, Kate and Harry's Heads Together initiative has been running for about a year and has been encouraging the public to come forward and speak about their mental health issues or be a sympathetic ear for someone in need.
In the call from Hollywood to Kensington Palace, which was posted on the monarchy's Facebook page yesterday, William, 34, said: "It's time that everyone speaks up and feels very normal about mental health". You feel like something's wrong with you.
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"For me waking up every day feeling sad and going on stage is just very hard to describe", Gaga shared.
"I still have shock within me - people say it can't last that long but it does", he told the BBC One documentary, Mind Over Marathon, airing on Thursday. But you cant help it that if in the morning when you wake up you are so exhausted, so sad, you are so full of anxiety and the shakes that you can barely think.
"The shock is the biggest thing [which] I still feel 20 years later, about my mother", William said. "It's so important to break open that fear and that taboo, which is only going to lead to more problems down the line". We are starting to talk.
The conversation ends with a deal to meet up when Gaga visits London in October. "I read your open letter you wrote the other day, and I thought it was incredibly moving and very fearless of you to write down such personal feelings".