Prince William told a Davos World Economic Forum Wednesday that he approached a lot of celebrities to join him in his Heads Together mental health initiative three years ago but all refused.

"For some reason, people are embarrassed about their emotions - British people particularly," he told the audience at Davos, the BBC reported. He said they didn't want to be associated with mental illness.

He said the wartime generation might have had a hand in creating the stigma surrounding mental health, according to the report. He said past world wars may have set the trend.

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“A whole generation decided that this was the best way of dealing with it. They then, completely by accident, passed that on to the next generation," he said, according to the Guardian. "So a whole generation inherited [the idea] that this was the way you deal with your problems: you don’t talk about it."

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The Duke of Cambridge was at the forum with New Zealand's prime minister Jacinda Ardern, who has also made tackling mental health a priority, the outlets reported.