Prince Andrew revealed the personal feelings of his mother the Queen after attending a church service where members of the royal family said prayers for Philip as the nation remembered him.
He movingly described the passing of his father as resonating with many people, saying: “We’ve lost the grandfather of the nation.”
The duke said about his father’s death: “She described it as having left a huge void in her life, but we the family – the ones that are closer – are rallying round to make sure we’re there…”
He added: “I know there is a huge amount of support not just for her (the Queen) but for everybody as we go through this enormous change.”
The Earl of Wessex told reporters that the duke’s death was a “dreadful shock”.
“It’s been a bit of a shock. However much one tries to prepare oneself for something like this it’s still a dreadful shock.
“And we’re still trying to come to terms with that. And it’s very, very sad.
“But I have to say that the extraordinary tribute and the memories that everybody has had and been willing to share has been so fantastic.
“And it just goes to show, he might have been our father, grandfather, father-in-law, but he meant so much to so many other people.”
Meanwhile, the Archbishop of Canterbury Justin Welby paid tribute to Philip during a remembrance service at Canterbury Cathedral and described the duke as someone who had a “remarkable willingness” to “take the hand he was dealt in life”.
He said: “It is God who creates, God who calls, and God who sends.
“For His Royal Highness the Duke of Edinburgh, there was a willingness, a remarkable willingness, to take the hand he was dealt in life, and straightforwardly to follow its call.
“To search its meaning, to go out and on as sent, to inquire and think, to trust and to pray.”
Buckingham Palace announced that Philip’s ceremonial royal funeral will take place on April 17 in St George’s Chapel, Windsor Castle, and a national minute’s silence will be observed as it begins at 3pm.