According to the Express, the proud parents and their newborn visited Diana's eldest sister Lady Sarah McCorquodale and her family at their home, where they reminisced about the late royal and shared special memories together on the 16th anniversary of Diana's death.
The Duke and Duchess of Cambridge and their newborn were all apparently seen boarding a helicopter at Belton Woods country club near Grantham. The town is located six miles from the farmhouse where Lady Sarah resides with her husband.
It's unclear whether Prince Harry was present for the reunion, as well as whether the group visited Earl Spencer's shrine to Diana at Althorp.
William is said to be particularly close to his aunt and has kept in contact with all his Spencer relatives.
In fact, William, Kate and Harry all attended the wedding of Lady Emily McCorquodale (Lady Sarah's oldest daughter) to James Hutt last year.
Prince William tragically lost his mother at the young age of 15, and in 2009, he opened up about the pain he still feels from her devastating death.
"Never being able to say the word 'Mummy' again in your life sounds like a small thing," he revealed. "However, for many, including me, it's now really just a word—hollow and evoking only memories."
He later confessed to Katie Couric how much he wished his mother could have been present when he wed Kate Middleton in 2011.
"It was the one time since she's died where I've thought to myself it would be fantastic if she was here," he said of his wedding day. "And just how sad really, for her more than anything, not being able to see it."
He added: "I think she would have loved the day and I think, hopefully, she'd be very proud of us both for the day. I'm just very sad that she's never going to get a chance to meet Kate."