They were dressed in dark outfits and reportedly appeared somber as they met with officials.
Kate and Wills were at a premiere of a film about the life of Mr. Mandela when the news of his death was broken to them, leading the Duchess to reportedly break down in tears.
The executive producer of the film, Mandela: Long Walk To Freedom, Harvey Weinstein said: “Kate was very emotional, she was in tears and very moved by the events. We all were.
“There is nothing to describe the momentousness of what happened. The Duke and Duchess handled themselves very elegantly.”
Mr. Weinstein continued that although he contained his emotions better, Prince William was also visibly affected by the news.
He said: “I spoke to them downstairs in the foyer after the movie. William was deeply touched by the news, you could see it in his face, but he was being very courageous.”
The couple had attended the premiere with Mr. Mandela’s daughters Zindzi and Zenani, before the sad news was broken.
Kate and Wills were informed of Mr. Mandela’s death as they watch the film, but insisted they wanted to see it through to the end.
Mr. Weinstein said: “Zindzi and Zenani left as soon as they heard the news, but they did not want to stop the screening. William and Kate said they wanted to watch the movie and stayed until the end. We all did. It seemed the right thing to do.”