Kate Middleton may be the Princess of Wales to the rest of the world. But to James Middleton, she's first and foremost his eldest sister.

"I'm extremely proud," he said on the July 20 episode of Good Morning Britain, per a video shared by The Daily Mail. "I'm always taken aback by how much she does do, and that does always continue to sit at the forefront of my mind. But actually, to be honest, she's my sister—so I know all of her sort of quirks and everything. And actually, to see her blossoming in that role, I'm very proud of her."

One thing that makes him particularly proud? The royal family's conversations around mental health. In fact, James said these discussions have encouraged him to share his own experiences.   

"I think what's fantastic is actually that they're in a position where they are talking about their own mental health," he noted. "It is a challenge. And I remember early on, to say the words out loud that I was sort of feeling depressed or I thought I had depression was impossible. But actually, through some of the work that they've been doing over time, it gave me the confidence to speak out. So, I have more to thank for them and the focus that they put towards it."

And the 36-year-old knows he's not alone in his journey.

"We all suffer from mental health," he added. "And that's why I felt like I had a responsibility to speak out because it was part of my journey to get to where I am now, which is where I'm in control of it. So it hasn't gone—I don't expect it to go—but I'm now in control of it."

James has previously spoken about how Kate, 41, and the rest of their family—including parents Carole and Michael Middleton as well as sister Pippa Middleton, 39—have supported him, including coming to his therapy sessions.

"All of them," he told The Telegraph in 2019 when asked who attended. "Not necessarily at the same time, but either individually and [sometimes] together. And that was so important because that helped them understand me and how my mind was working. And I think the way the therapy helped me was that I didn't need my family to say, ‘What can we do?' The only thing they could do was just come to some of the therapy sessions to start to understand.'"

And soon, the family will be growing by one as James is expecting his first child with wife Alizee Thevenet, who he wed in 2021. The founder of James & Ella pet supplies—a brand named after his late dog—noted the couple "couldn't be more excited."

"It was a very difficult start to the year after losing my beloved Ella," he wrote on Instagram July 5, "however we will end the year with the most precious little addition to our growing family."