The hilarious exchange was recounted by Good Morning Britain's Sean Fletcher who spoke with the royal couple at a Heads Together charity event on Tuesday.
“I chatted to Prince William, and he has promised that he will run a marathon in Kenya sometime,” Sean told the outlet. “Then I spoke to Kate and she said, ‘I’ll believe it when I see it.’”
William and Kate attended the gathering alongside Prince Harry as part of their advocacy work for mental health issues across the U.K. It just so happens that Heads Together has been chosen as the Charity of the Year for the 2017 Virgin Money London Marathon.
As part of the event, the trio delivered a powerful speech to a crowd of journalists and health-care professionals.
"We believe that 2017 can be a tipping point for mental health," the future King said as he opened proceedings.
The Duchess of Cambridge added: "We have seen that two heads are better than one when dealing with a mental health problem. Yet, the challenge that so many people have is not knowing how to take that first step of reaching out to another person for help. Admitting that they are not coping. Fear, or reticence, or a sense of not wanting to burden another, means that people suffer in silence – allowing the problem to grow larger and larger unchecked."
She continued: "What Heads Together is proposing is that in the weeks leading up to the Marathon, our campaign will showcase people from all walks of life, talking about the life-changing conversations that have helped them with their mental health challenges," said Kate. "We hope that these real-life examples will serve as encouragement to others to do the same."