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The choreographer, 74, who is originally from Plymouth, appeared on BBC Radio 3's Private Passions where he spoke about his friendship with the mother-of-two.
Former ballet dancer, who famously performed with her at the Royal Opera House in 1985 said she would go to his to relax and have a ‘giggle’
There was no shortage of criticism of The Crown when its last series was screened, but dancer Wayne Sleep is convinced the late Princess of Wales would have relished it.
ALISON BOSHOFF: They may make an unlikely couple, but screenwriter and heiress Jemima Khan (pictured) has been hanging out in London with former White House intern Monica Lewinsky.
John Travolta said former first lady Nancy Reagan played an important role in his and Princess Diana's famous dance.