Princess Diana reportedly feared dying in a staged car accident.
The princess, who died in a car crash in Paris in August 1997, aged 36, voiced her fears in a note to Lord Mishcon, her lawyer, in October 1995.
Lord Mishcon had given his account of Diana's fears to senior Metropolitan Police officers after the princess's death.
Officers stored the note stored in a safe. It wasn't handed to the authorities in France, where the crash was being investigated, until years later.
Members of the royal family, among them princes William and Harry, and Diana's brother and sisters, weren't aware of the note for a long time, according to the ‘Mail on Sunday’ newspaper.
The princess, her boyfriend Dodi Fayed and their driver Henri Paul died in the crash in Paris.
Michael Mansfield, the lawyer who represented Mohamed Al Fayed, Dodi's father, believes the note should have been handed to the French investigators at the earliest chance.
In the new Channel 4 documentary 'Investigating Diana: Death In Paris', he says: "The note is important because it's equivalent to somebody's premonition.
"If you were a police officer investigating it, you want to hand the account over to the French. They didn't do that. They stick it in the safe and they don't reveal it."
Mohamed Al Fayed previously alleged that British secret agents might have been involved in the death of his son and the princess.
However, a coroner’s jury decided that Diana and Dodi actually died because of reckless speed and drinking by their driver.
Princes William and Harry also endorsed the jury’s verdict.
They said in a statement at the time: "We agree with their verdicts, and are both hugely grateful to each and every one of them for the forbearance they have shown in accepting such significant disruption to their lives over the past six months."