At a crucial stage in their development, the boys have lost a mother who, however imperfect in other ways, always made them her first priority, lavished affection on them and tried to inject some sense of normality into their lives.
For 15-year-old William, in the throes of adolescence and, strikingly, the image of his mother, the emotional burden seems particularly intolerable. He already loathed the media for hounding Diana, for the part he believed they had played in the break-up of his parents' marriage, and the circumstances of her death are bound to exacerbate those feelings. Yet as a future monarch, he will have to learn to live inside a goldfish bowl.
Millions of strangers feel compassion towards these boys. But the public gaze is likely to make them clam up and conceal their emotions, according to Julie Stokes, a consultant clinical psychologist who runs a project for bereaved children in Gloucestershire. "And I can imagine that in the Royal household it is difficult to give vent to your feelings," she said.
"The Princes are not like other teenagers. They can't go out of the house, slam the door and run off to talk to their friends when they feel upset."
Prince William will find the media glare particularly difficult in the coming months. His hostility towards the press has been transparent since, aged 11, he turned on a group of photographers during a skiiing holiday in Austria and had to be restrained by detectives. His discomfort even when posing for pre-arranged pictures is palpable, and he was reportedly unhappy at being instructed by Buckingham Palace to "perform" for a photocall at Eton at the start of term. When the boys will return to school now is not yet clear.
Judy Wade, Royal correspondent for Hello! magazine, believes Diana instilled her own paranoia about the media in William, despite trying to train him to face the cameras by taking pictures of him herself from an early age. "William is almost mentally crippled by watching his mother being pursued," she said.
The fear of some of Diana's friends, as the boys struggle to cope with bereavement, is that they will revert to a traditional Royal upbringing remote from ordinary life. That they masked their grief to attend church at Balmoral on Sunday, keeping up appearances in accordance with Royal custom, could be the first sign of that.
Ms Wade, said yesterday: "Diana and the boys were exceptionally close. From their mother, they got normality. She took them to hamburger joints and to the movies, to visit the homeless. She was an important balance to the kind of life they lead with Charles."
Bob Houston, founding editor of Royalty magazine, said: "Diana's priority was to ensure that her children did not grow up in the kind of stifling atmosphere that her husband did."
With Diana gone, other adults in the Princes' lives will take on a key role in helping them to cope with their grief, adapt to the loss of their mother and, it is hoped, grow into well-adjusted adults.
Prince Charles, obviously, will be crucial. People who know him say that while he is not given to public displays of affection, he is not the emotional cold fish that he appears and will be a rock of support for his sons.
William is said to have developed a particularly good relationship with the Queen, his grandmother, in recent years.
Ahead of them lies the immediate ordeal of their mother's funeral and the national outpouring of grief that, in these early days, is probably magnifying their anguish.
"On one level, they may be proud that Diana's popularity made her so special," said Ms Stokes.
"On another, they may be outraged that their mother is being mourned as if she were public property.
"I think it will be almost impossible for them to grieve because they will feel as if the eyes of the world are upon them."
Others, though, believe Prince William is a sensitive, mature and intelligent boy who will learn to cope with his onerous responsibilities. Charles has said he is determined to shield both his sons from the burdens of Royal duties for as long as possible.
"They are remarkably normal compared to other Royals at their age," said Mr Houston. "Given the right kind of support, they have a good chance of growing up into sane and sensible adults."