She recalled how there had once been a "horrible article" written about Beatrice, which "really upset" her.
The sisters were just about to go out, but Beatrice "had a bit of a wobble and cried", Eugenie explained, admitting she had to "look after" her older sibling.
Eugenie added: "And then about an hour later, I had a wobble and started crying and Bea was there for me.”
Before Eugenie and Beatrice both wed their respective husbands, they were known for their party-going sensibilities.
Princess Eugenie and Princess Beatrice with father Prince Andrew in 2006 (Image: GETTY)
This will be reviewed in tonight's Channel 5 documentary Beatrice and Eugenie: The Pampered Princess?