She told hosts Alex Jones and Jermaine Jenas: “I remember she used to say ‘Sarah there needs to be more kindness in the world, which would disarm malice’.
“And I feel it’s really important we should all stop for a minute and remember those words with respect and affection for a great leader and now has passed it on to another great leader in her son.”
Fergie and her ex-husband Prince Andrew, whom she now lives with at Royal Lodge, also inherited the Queen’s beloved corgis upon her death.
Speaking about the royal dogs she said: “I really love when I’m with them actually, I really think about HM and I just think about the value system she supported in this country and how the nation mourns her.
“But yet how exciting we move on to a new monarch and the Coronation, and I think so important for the whole country to unite and uphold the value system that for 72 years the monarch gave us all.”
She joked that her and Andrew get nervous walking the corgis as they are such “national treasures”.
Fergie has been promoting her new historical romance novel A Most Intriguing Lady this month, about a woman who by day is a lady and by night a detective.
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Jermaine Jenas asked the Duchess if the character had been inspired by her own ancestors and asked why she had decided to look into her family’s past.
Fergie replied: “Well I thought I’m resilient, feisty, volatile, tricky and all the other things, humorous and strong, and I’m still here, so I thought it must be in the DNA.
“So I went back in my DNA and I found Lady Margaret and then Lady Mary, they had written about all her brothers but they had never written about her, because she was a woman.”
The Duke and Duchess of York were married for ten years from 1986 until 1996, having two daughters together, Princess Beatrice and Princess Eugenie.
Even after the divorce Fergie maintained a close bond with the Queen, whom she once described as being like a mother to her.
Speaking to the Mirror, the 63-year-old said: “We are all missing the Queen enormously – her passing has left a real void in the family.
“As she herself said, ‘grief is the price we pay for love.'”
She explained that following the Queen’s death she used her writing as a form of therapy as “it is pure escapism.”
