The 66-year-old musician became close to the British royal because she was a fan of the band in the '80s and said that she would often refer to the media storm that followed her - and led to her untimely death in 1997 - as being "crazy", reported Contactmusic.
"I spoke to Diana in private at times. I used to see her at a health club we both went to in Chelsea. She thought it was crazy that people with cameras wanted to follow her around taking her photo. She was a very real, very ordinary, person going through something extraordinary. Something similar to what we had been through," Taylor said.