In a Vanity Fair interview titled, 'The Grandmother Prince George Never Knew', Jemima says Diana sought her advice on her romance with the heart surgeon, who she dated from 1995 until 1997, during fundraising trips to Lahore.
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Jemima, who at the time was married to Hasnat's distant cousin Imran Khan, said Diana had "wanted to know how hard it had been for me to adapt to life in Pakistan,"
"(She) came to visit me twice in Pakistan to help fundraise for Imran's hospital, but both times she also went to meet his family secretly to discuss the possibility of marriage to Hasnat," she revealed.
But despite her aristocratic lineage, and the fact she was mother to the future king of England, Diana was unlikely to ever win the approval of Hasnat's mother Naheed Khan.
"(For a) son to marry an English girl is every conservative Pashtun mother's worst nightmare," Jemima continued. "You send your son to be educated in England and he comes back with an English bride. It's something they dread."
Princess Diana and Jemima Khan pictured together in Pakistan, in 1996
Ultimately, it was Diana's fame that proved too much for the couple.
According to her friend Rosa Monckton, Hasnat was the one who initiated the break-up, although other friends have said that Diana ended it because the surgeon refused to marry her.
Rosa has also said that Diana's subsequent relationship with Dodi Al Fayed was only to make Hasnat jealous.
"Hasnat was a decent, intensely private man from a traditional, conservative Pakistani family, and he was worried about how it would work," Jemima said. "And he hated the thought of being in the glare of publicity for the rest of his life."
Princess Diana pictured with Rosa Monckton
That view was backed up by Hasnat himself in his interview as part of the Lord Stevens inquiry into Diana's death. At that time, he called marriage to Diana a "ridiculous idea", adding that he "told her that the only way I could see us having a vaguely normal life together would be if we went to Pakistan, as the press don't bother you there."
Diana's relationship with Hasnat, who friends have called the 'love of her life', is at the heart of of the upcoming film Diana, starring Naomi Watts. Despite this, Vanity Fair confirms that Hasnat refused to cooperate with the filmmakers — proving himself to still be the man Diana described to a friend as "the one person who will never sell me out".