But now it has been revealed that the two Dukes are in a bit of a feud - as confirmed by Prince Harry himself.
He said that they are "certainly on different" paths under the pressures of Royal life and admitting: "Inevitably stuff happens".
"Part of this role and part of this job, this family, being under the pressure that it's under, inevitably stuff happens," Harry said.
"We're certainly on different paths at the moment but I'll always be there for him and as I know he'll always be there for me.
"We don't see each other as much as we used to because we're so busy, but I love him dearly."
"The majority of this stuff [in the press] is created out of nothing, but as brothers, you know, you have good days, you have bad days."
Prince William has never commented on rumours that he and Harry are not on the best terms.
Hopefully the two Dukes get time to work on their relationship - we can only imagine it is what their mother Princess Diana would have wanted!