The Duke and Duchess of Cambridge are said to have taken newborn Prince George to stay with Diana's eldest sister Lady Sarah McCorquodale.
The royals were apparently seen boarding a helicopter at Belton Woods country club, just six miles from the farmhouse where Sarah and her husband Neil live.
William is particularly close to his aunt Sarah, who was involved with Prince Charles before he married Diana and acted as her informal lady-in-waiting.
In 2009 William spoke about his mother's death for the first time. "Never being able to say the word 'Mummy' again in your life sounds like a small thing," he said. "However, for many, including me, it's now really just a word - hollow and evoking only memories.
"Initially, there is a sense of profound shock and disbelief that this could ever happen to you. Real grief does not hit home until much later. For many it is a grief never entirely lost."