They were taken on a grand tour of the stadium and given an inside look at the work of the production staff that's making sure everything goes smoothly with the concert, The Sun reported Saturday.
The celebration is to commemorate Diana's life 10 years after the princess of Wales died in a car crash.
Asked what their mother would think of the concert, Prince William replied: "I think she'd be slightly amazed that we'd been able to do this."
The princes also will host a lunch for more than 100 children, who will attend the concert with their parents or caretakers.
Notable deaths of 2014 [PHOTOS]