Sophie, Countess of Wessex, said after attending a church service at Windsor on Sunday, her father-in-law went peacefully.
Speaking to reporters at ITV News, Sophie said of the Duke of Edinburgh's death: "It was right for him. It was so gentle. It was just like somebody took him by the hand and off he went.
"Very, very peaceful. And that's all you want for somebody isn't it?"
There will be no public access nor public procession beforehand on Saturday, while the number of mourners at the funeral service will be limited to 30. Members of the royal family are expected to attend, including Prince Harry, who arrived in the UK from California on Sunday.
Saturday's procession will begin at 15:00 in the UK (16:00 in SA) with a live broadcast on BBC.