Kate Middleton made the comment on a solo walkabout at Harvard University after speaking to experts at The Centre on the Developing Child.
It comes after a report by the New York Times documented Bostonians’ reactions to the royal couple’s visit and found it to be mostly indifferent.
The article quoted one woman as saying she “[doesn’t] care” about Prince William and Kate’s presence in her city, and another man as saying: “I said to my wife this morning, ‘I put my pants on the same way he does – why is he so special?’”
But the princess was undeterred as she greeted the crowds, shook hands and posed for selfies with numerous people during her walkabout.
In a video posted by US reporter Rob Way, shared by Oliver Kingston, Kate stopped briefly to chat to a woman who said she was studying British history.
Kate tells them: “Honestly, I’m so appreciative of everyone coming to say hi.”
The woman’s friend tells the princess what she is studying, to which Kate appears pleasantly surprised and asks: “Are you?”
Overwhelmed, the woman starts to become emotional and Kate leans forward with a smile and tells her: “Don’t cry!”
“Thank you for coming to say hi,” she continues. “It means so much. Everyone in Boston has been so friendly… I hope we can help in some way with your studies. Good luck with it.”
The princess then continues to greet others in the crowd.
During her walkabout, Kate also greeted a woman who spent a thousand dollars (£870) on flights and a hotel to travel from Virginia to see the couple.
Allison Morgan, 37, told the PA news agency that the chance to see and meet Kate was “worth every cent” and that the royal “thanked us for coming out in the cold”.
She said: “I’m a huge fan of the royals. My mum was a fan of Diana and my grandmother a fan of the Queen. It is a family tradition.
“I have huge love for them and write and send cards. I do think Harry and Meghan could be more supportive to their brother and brother-in-law.”
William and Kate attended the glamorous Earthshot Prize awards ceremony on Friday night (2 December), alongside numerous celebrities, environmental campaigners and activists, and innovators.
At the event, Kate wore an off-the-shoulder green gown by Solace London that she rented from clothing rental platform HURR. She accessorised the look with a diamond and emerald choker that belonged to her late mother-in-law, Princess Diana.