EXCLUSIVE: Prince William, along with the world, was allegedly stunned when his younger brother and sister-in-law made their shocking “Megxit” announcement.

On Jan. 8, Prince Harry and Meghan Markle announced they will take “a step back” as senior members of the royal family and instead work independently, splitting their time between the United Kingdom and North America.

The Duke and Duchess of Sussex said at the time their decision came “after many months of reflection and internal discussion.”

The Duke of Cambridge is now the subject of a new documentary on True Royalty TV titled “Prince William - A Monarch in The Making,” which explores the 38-year-old’s journey as the future King of England. Presented by leading royal correspondent Roya Nikkhah, the special features interviews with those close to the prince.

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Prince William, Meghan Markle and Prince Harry attend an Anzac Day service at Westminster Abbey on April 25, 2018, in London, England. (Photo by Eddie Mulholland - WPA Pool/Getty Images)

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Nick Bullen, the co-founder and editor-in-chief of True Royalty TV, told Fox News palace insiders revealed how much the father of three was impacted by the 35-year-old’s decision.

“I’m told he was really hurt when Harry chose to step away from the full-time royal title,” Bullen explained. “They’ve been great friends. Really close brothers. Harry is one of the few people that William could really turn to because he knew what it was like to be in that goldfish bowl. So, I understand he was very hurt when he left.”

According to Bullen, William tried to encourage Harry to not leave behind the royal family, but his younger sibling had already made up his mind. While the couple said they wanted to continue working with their grandmother Queen Elizabeth II, as well as William and father Prince Charles, they also yearned to be financially independent.

It was then that duty came calling for William.

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Prince William (right) is the subject of a new documentary on True Royalty TV. (Getty Images)

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“When it became apparent that Harry wanted this sort of more part-time royal role, William was very clear … that there wasn’t an option for a part-time role,” Bullen claimed. “You’re either in or you’re out. And I think … the documentary shows the strength of character that William has. It’s about duty first.”

Shortly after the announcement, which was unveiled on the Sussexes' Instagram, the reigning monarch, 94, called for a face-to-face meeting with Harry and other members of the royal family to iron out logistics.

It was during that meeting at Elizabeth’s private Sandringham estate in eastern England where William made one thing clear to his brother.

“I understand the message to Harry was, ‘You’re either in or you’re out,’” Bullen claimed. “‘We’ll still be brothers. We’ll still love each other. [But] in terms of that full-time royal role, you need to make a decision.’ So I think William was one of the tough ones at the summit, but it’s because of that sense of duty.”

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Prince Harry, Duke of Sussex and Prince William, Duke of Cambridge attend the annual Remembrance Sunday memorial at The Cenotaph on November 10, 2019, in London, England. (Photo by Karwai Tang/WireImage/Getty)

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Before “Megxit,” Harry hinted at a royal rift with William in ITV’s documentary “Harry & Meghan: An African Journey,” which aired in October 2019.

“Part of this role and part of this job, this family, being under the pressure that it’s under, inevitably stuff happens,” he said at the time. “But look, we’re brothers, we’ll always be brothers. We’re certainly on different paths at the moment but I’ll always be there for him and I know he’ll always be there for me.”

Harry and Markle, 38, are currently residing in the former American actress’s native Los Angeles with their son, Archie, 1.

Since the move, Bullen insisted that the relationship between William and Harry has improved significantly.

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Prince William and Prince Harry's relationship has improved significantly since 'Megxit,' Nick Bullen claims. (Reuters)

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“I’m told by people who know them well that the relationship is getting back on track,” said Bullen. “They’re speaking to each other, they’re having Zoom calls with each other. You talk about the new normal, they’ve got their new normal. And as William said earlier this year, Harry will always be his brother. He put his arm around him for most of his life. He felt he wasn’t able to do that [now]… But I think as it has happened with lots of families with this COVID lockdown period, [it] has made people reevaluate what is important to them. And I think they both know that their relationship is hugely important.”

Bullen is hopeful the relationship between the brothers will continue to grow. He pointed out Harry has always known William, who is second in line to the throne, will one day be king.

“Harry has known all his life William will be king,” he said. “Harry, his duty as a prince of the realm is to support the monarch. He will support William. I am sure of it.”

As for William, his focus has not been on British tabloids, but rather the most important role that awaits him in the future.

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Prince William (right) is second in line to the British throne. (OWEN HUMPHREYS/AFP via Getty Images)

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“We were talking to people who are close to Prince William probably last October,” said Bullen. “Even before the announcement of Harry and Meghan’s departure, we were already being told that William was very much stepping up his role as a more senior member of the royal family in many ways, in terms of both his public profile and what he was doing [behind palace doors].”

“The phrase that was used was ‘his monarchy manifesto,’ which I quite like,” shared Bullen. “It gives an idea of what sort of king William is going to be. And we’re already beginning to see that in many ways.”