It's thought he also passed on the condolences of Prince Harry, currently serving in Afghanistan as an Apache helicopter co-pilot gunner.
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Just last month Olga wrote to the third-in-line, wishing him luck on his deployment and admitting her concerns for his safety.
Shortly after she sent the letter in September, widower Olga died of a heart attack, aged 82.
For 15 years at Kensington Palace she was a kindly presence, dispensing hugs and, if need be, a firm word of rebuke.
Her reward was that the boys regarded her as family and their old nanny was invited to the royal wedding last year.
In an interview given just before William and Kate tied the knot, she said: "I have a very normal relationship with them," speaking of the Duke and his brother.
"Their upbringing was very normal and their parents wanted them to have as ordinary a childhood as they could.
"If they saw a muddy puddle they wanted to jump in it and if there was something to climb, they wanted to climb it."
Olga was 52, and had recently lost her husband when she went to work for Princess Diana and Prince Charles when William was just six months old.
All the news as Duchess Kate's due date draws close...