Revealing that she has always been active, the royal went on to say that she's a big fan of putting on her swimming costume and wading right in.
"Cold swimming - the colder, the better. I absolutely love it. Slightly to the point where William's [saying] 'You're crazy' and it's dark and it's raining," she says.
"I will go and seek out cold water. I love it."
Read more: Kate Middleton opens up on ‘crazy’ hobby she does in the ‘dark’ (Good To Know, 2-min read)
What is cold water swimming?
Switching the comforts of a warm pool for a chilly pond, lake, reservoir or the sea, might not be everyone’s dream dip scenario, but recent figures from Sport England suggest more than 4.1million people are regularly donning their bathing suits to go open-water swimming.
Meanwhile a scroll of the hashtags #coldwaterswimming and #wildswimming finds social media awash with images of wetsuit-clad swimmers of all ages, waxing lyrical about the virtues of taking a chilly dip.
So why are so many people discovering a love for swimming in open water?
Read more: Fancy an icy dip in -20°C? Meet the woman who does it daily (Yahoo Life UK, 8-min read)
According to Laura Ansell, open water swimming coach and cold water specialist, wild swimming has likely seen a period of growth because it remains very low cost to participate in, with local open water venues, beaches and rivers easily accessible for many to explore.
“Open water swimming is liberating, full of adventure, challenging and comes packed with loads of health benefits for both body and mind,” Ansell previously told Yahoo UK.
Watch: Top tips for wild swimming
What are the benefits of wild swimming?
Swim England says the health benefits of wild swimming are thought to include increased happiness, better sleep and improved circulation.
“Cold water or open water swimming is widely reported to have many benefits to both mind and body, from strengthening the cardio-respiratory system and immune system, to helping people to lose excess weight through the cooling of the body and then the rewarming process (thermogenesis),” explains Ansell.
“Cold water swimming also improves the body’s responses to stress, releasing endorphins which will help you relax, to sleep better and feel calmer,” she adds.
There are socio benefits too, according to Ansell, including meeting others that share similar interests, trying something new, which can help us feel a sense of achievement and simply being outdoors helps us feel more relaxed.
Risks of wild swimming
While millions of people swim outside safely every year, the Outdoor Swimming Society warns there are a couple of things to be aware of before slipping into your wetsuit, as immersing yourself in cold water does come with certain risks including cold shock, incapacitation, cramp and hypothermia.
The society advises people to get expert medical attention before cold water swimming if they have a heart condition, high blood pressure, asthma or are pregnant.
It also advises you should only swim sober, and avoid cold water if you have a hangover.
How to get started
Take a swim buddy
"If you are going to start open-water swimming, do so with caution and in the company of someone who's experienced," advises Vicky Allan co-author of The Art of Wild Swimming.
"If you don’t know a swimmer already, then join a local group, a list of which can be found on the Outdoor Swimming Society website."
Choose the right conditions
Never swim after heavy rain. Wait 48 hours for the water speed and quality to clear.
Get kitted out
"Neoprene boots or socks make entry into the water, particularly over stones, less painful, and also keep feet warmer. Neoprene gloves also protect extremities from the cold," Allan says.
A bright-coloured hat or swim cap not only keeps your head warm, but helps ensure you're spotted easily.
Brightly-coloured tow-floats are also good for making you more visible if you get into trouble.
Enter the water slowly
Make sure you acclimatise in the water to avoid cold water shock.
"Slowly enter the water (do not jump in). Once you are in up to your shoulders tread water for one-two minutes. The cold water shock response will pass after two minutes. Take this time to again regulate your breathing so it is calm. When you feel confident begin to swim."
Know when to get out
How long you stay in the water will depend on many factors, but the one key piece of advice is to listen to your own body and don’t stay in longer than you should.
"When you have been swimming for a while you will begin to acclimatise and you will naturally build up endurance," Owen Sanderson adds.
Follow the post-swim, keep warm rules
What you do when you get out of the water matters most in terms of avoiding hypothermia.
"Bear in mind that your body temperature continues to drop, even after you’ve exited the water, so don’t wait till you actually feel cold to get out," Allan advises.
Making sure you get changed as quickly as possible is also important.
"A hot drink is always a good idea because it gets the heat to where it is needed most, your core," Allan adds. "And one of the most effective things for warming yourself is exercise – a few star-jumps or a bike ride home."
You can find more tips here.