She said: “The colder, the better. I absolutely love it. Slightly to the point where William’s like, ‘Catherine, you’re crazy.’ And it’s dark, and it’s raining.”
Meanwhile last year, during a visit to Wales, Kate revealed she even has a robe for after her swims.
While having a chat with well-wishers, Kate saw someone who was wearing a robe to keep warm in the rain.
A local told PEOPLE: “She said she wears one of them when she goes cold water swimming.”
Cold water swimming is believed to provide mental health benefits in addition to physical exercise, according to a study published by Harvard Public Health.