Prince Harry, 34, who welcomed his son Archie on Monday, travelled to The Hague to the launch the one-year countdown to the Invictus Games in 2020.
During his visit, the duke spoke to former soldier Dennis van der Stroom, 31, as he took a break from paternity leave for the day trip.
Mr van der Stroom, who hopes to compete in the Netherlands Invictus team in track and field and sitting volleyball, said they talked about losing a mother.
He said: "He [Prince Harry] said missing a mother is like missing some kind of security, how you need that as a son and it falls away when you lose your mother."
The prince was just 12 when Diana was killed in a car accident in Paris in 1997.
Harry also revealed that his son was his new focus.
Mr van der Stroom, who served in the army from 2006 to 2011, said: "Harry talked about how having a small child was his new focus and new goal and I told him how a couple of months ago, I was struggling with my mental health but my wife's pregnancy has given me a goal.
"Above all he said he was just amazed by the miracles in the world, and how his child has made a lot of people happy.
"He also told me he's really happy that his son is so far very quiet."
During his bike ride around The Hague, Harry was given a custom Invictus Games jacket embroidered with the word “Daddy” underneath the logo, with the letters “I AM” highlighted in yellow.
The duke was also given presents for his newborn son, including a soft toy rattle and an Invictus Games onesie, presented to him by Princess Margriet of the Netherlands.
The new dad participated in a training session at the Sportcampus Zuiderpark and also watched wheelchair basketball and archery demonstrations. At one point, the Harry tried his hand at archery, hitting the bullseye on his first attempt.
Harry will also take a break from his paternity leave on Tuesday 14 May, to travel to Oxford. He will visit Oxford Children’s Hospital, OXSRAD Disability Sports and Leisure Centre and Barton Neighbourhood Centre.
The Duke and Duchess of Sussex welcomed their son Archie Harrison Mountbatten-Windsor on May 6, 2019. Their baby boy was born at 05:26, weighing 7lb 3oz and is seventh in line to the throne.
The couple have decided not to choose a title for their son - they could have used one of Harry’s subsidiaries the Earl of Dumbarton.
Little Archie made his debut to the world on Wednesday during a brief photocall at Windsor Castle, where mum Meghan, 37, described parenthood as “magic.”