The four royals have done voiceovers for a three-minute film to promote the Every Mind Matters, a platform which allows users to take a health quiz and manage the early symptoms of poor mental health.
The film will be broadcast to around 10 million viewers in the UK on Sky, Channel 4, ITV, Channel 5 and MTV at 8.45pm on Monday 7 October.
In the video, William begins: "Everyone knows that feeling, when life gets on top of us.
"All over the country, millions of us face challenges to our mental health - at all ages - at all intensities, and for all sorts of reasons.
"We feel stressed, low, anxious, or have trouble sleeping. Me, you..."
Harry continues: "...your brother, your mother, your colleague, or your neighbour. Waiting, wondering, hoping, hurting.
"We think there's nothing to be done. Nothing we can do about it."
Meghan then says: "But that's so wrong. There are things we can do. From today, there's a new way to help turn things around. Every Mind Matters will show you simple ways to look after your mental health."
Kate continues: "It'll get you started with a free online plan designed to help you deal with stress, boost your mood, improve your sleep and feel more in control."
While the Duke and Duchess of Cambridge and the Duke and Duchess of Sussex do the voiceover for the campaign, there are other celebrities who feature including Professor Green, Jordan Stephens (from Rizzle Kicks) and Nadiya Hussain.
The Every Mind Matters online tool allows people to take a health quiz. Based on their answers, it offers them a personalised "mind plan" with practical tips around managing anxiety, low mood, sleep and stress.
These may include things like exercising more, making time to chat to friends, and breathing exercises.
The website also points users to existing apps which can help them keep track of good habits to protect their wellbeing.
More than eight in 10 people have experienced early signs of poor mental health in the past year, including anxiety, stress, low mood or sleep troubles, according to a new survey by Public Health England (PHE).
PHE's survey found more than a quarter of people who experienced signs of poor mental health waited at least six months before taking action to manage it.
Almost three quarters of those who waited this long said they wished they had got help sooner.