Eugenie, 28, described in an Instagram post that she missed James Wentworth-Stanley "every day" before praising the work his mother Clare did for people who were feeling suicidal.
Prince William joined Clare, the Marchioness of Milford Haven, last Tuesday to open a new suicide support centre in Liverpool called James' Place as part of her work.
Actress and model Cressida Bonas, 29, the girlfriend of James's brother Harry, also attended the opening.
Eugenie described Clare as an "incredibly inspiring woman" and added the centre would "inevitably save many lives".
She wrote: "What an amazing achievement for this incredibly inspiring woman Clare.
"Her vision of a place where men in suicidal crisis can get the face to face help they need in a non clinical environment has become a reality this week.
"This will inevitably save many lives in her son James’ memory who we miss every day.
"So proud of you all."
James took his own life while a student at Newcastle University in 2006.
The centre in Liverpool aims to offer help in a non-hospital or clinic environment.
It had been ten years in the planning, with Harry, along with three friends, rowing across the Atlantic in 2006 to help raise £600,000 in donations.
At the opening of the centre, Clare said: "Very much spurred on by our own tragedy and our own experience of James' looking for help when he felt very anxious and suicidal in Newcastle, for him not finding that help, the help he needed anyway.
"I always felt had a place like this existed, he might still be here today. So that was a very compelling reason to start this project. I feel very much that James is here with us."
- IF you are having suicidal thoughts, suffering from anxiety or depression or just want to talk, call The Samaritans on 116 123.
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